+55.0%
DDOG vs TMUS
+40.3%
+14.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -24.8% | +5.3% | -30.1% | -25.8% |
| 3M | -12.6% | +3.1% | -15.7% | -13.9% |
| 6M | +79.9% | -16.5% | +96.4% | +87.1% |
| YTD | +56.6% | -9.2% | +65.7% | +57.8% |
| 1Y | +61.6% | -26.5% | +88.1% | +75.6% |
| 3Y | +117.9% | +39.0% | +78.9% | +56.7% |
| All | +55.0% | +40.3% | +14.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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