+4,177.7%
DELL vs TMUS
+304.7%
+3,873.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.0% |
| 7D | +8.7% | -5.3% | +14.1% | +10.5% |
| 30D | +16.9% | +0.1% | +16.8% | +16.8% |
| 3M | +40.4% | -0.6% | +41.0% | +38.7% |
| 6M | +267.1% | -17.5% | +284.6% | +284.9% |
| YTD | +329.1% | -11.3% | +340.3% | +336.8% |
| 1Y | +346.9% | -25.4% | +372.3% | +383.0% |
| 3Y | +696.6% | +35.5% | +661.1% | +543.2% |
| 5Y | +1,106.2% | +41.9% | +1,064.3% | +838.3% |
| 10Y | +4,177.7% | +317.8% | +3,859.9% | +2,210.8% |
| All | +4,177.7% | +304.7% | +3,873.1% | +2,210.8% |
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 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