+41.0%
TMUS vs STZ
-29.7%
+70.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +3.6% | +4.9% | -1.3% | +2.5% |
| 30D | -3.4% | +20.9% | -24.2% | -6.9% |
| 3M | -9.5% | +8.0% | -17.4% | -11.0% |
| 6M | -15.2% | -5.3% | -9.9% | -14.8% |
| YTD | -18.9% | +5.9% | -24.9% | -20.8% |
| 1Y | -17.7% | +14.2% | -31.9% | -21.0% |
| 3Y | +15.6% | -37.0% | +52.6% | +24.6% |
| All | +41.0% | -29.7% | +70.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling