+143.3%
DELL vs TMUS
-20.4%
+163.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -7.7% |
| 7D | -24.6% | +7.5% | -32.1% | -22.4% |
| 30D | -32.5% | -3.3% | -29.2% | -31.7% |
| 3M | -20.2% | -9.7% | -10.5% | -20.2% |
| 6M | +76.5% | -17.2% | +93.7% | +76.4% |
| YTD | +198.9% | -20.3% | +219.3% | +196.5% |
| 1Y | +143.3% | -21.2% | +164.5% | +140.6% |
| All | +143.3% | -20.4% | +163.7% | +140.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling