+2,876.0%
DELL vs TMUS
+246.8%
+2,629.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +17.1% | +6.5% | +10.6% | +15.3% |
| 30D | -35.1% | +11.3% | -46.3% | -37.3% |
| 3M | -23.3% | -2.9% | -20.4% | -23.4% |
| 6M | +55.8% | -10.5% | +66.3% | +57.4% |
| YTD | +198.0% | -14.4% | +212.4% | +203.6% |
| 1Y | +166.6% | -17.9% | +184.4% | +175.5% |
| 3Y | +427.6% | +21.9% | +405.8% | +337.7% |
| 5Y | +630.6% | +52.1% | +578.5% | +437.3% |
| All | +2,876.0% | +246.8% | +2,629.2% | +1,502.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling