+320.5%
TMUS vs STZ
+597.9%
-277.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | +5.3% | -1.9% | +7.1% | +5.8% |
| 3M | +3.1% | -6.2% | +9.4% | +5.3% |
| 6M | -16.5% | -14.0% | -2.4% | -12.7% |
| YTD | -9.2% | -5.1% | -4.0% | -8.8% |
| 1Y | -26.5% | -9.6% | -16.9% | -25.2% |
| 3Y | +39.0% | -47.2% | +86.3% | +66.3% |
| 5Y | +40.4% | -33.6% | +74.0% | +52.7% |
| 10Y | +303.7% | -9.8% | +313.5% | +268.2% |
| All | +320.5% | +597.9% | -277.4% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling