+319.1%
DELL vs TMUS
-27.1%
+346.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +0.6% |
| 7D | +14.9% | +0.1% | +14.8% | +14.9% |
| 30D | +13.3% | +5.3% | +8.0% | +15.2% |
| 3M | +24.4% | +3.1% | +21.3% | +26.6% |
| 6M | +258.0% | -16.5% | +274.5% | +255.6% |
| YTD | +320.2% | -9.2% | +329.3% | +321.6% |
| 1Y | +319.1% | -26.5% | +345.5% | +300.8% |
| All | +319.1% | -27.1% | +346.1% | +300.8% |
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