+298.8%
TMUS vs STZ
+690.9%
-392.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +8.2% | -0.9% | +9.1% | +8.5% |
| 30D | +13.4% | +14.9% | -1.6% | +8.2% |
| 3M | -3.0% | +8.4% | -11.5% | -5.8% |
| 6M | -8.8% | +2.8% | -11.6% | -9.9% |
| YTD | -13.8% | +7.5% | -21.4% | -17.1% |
| 1Y | -17.1% | +12.5% | -29.6% | -21.7% |
| 3Y | +22.7% | -35.4% | +58.1% | +36.8% |
| 5Y | +52.8% | -29.3% | +82.1% | +63.1% |
| 10Y | +244.6% | +11.8% | +232.8% | +191.5% |
| All | +298.8% | +690.9% | -392.1% | +22.2% |
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 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