+2,886.3%
DELL vs TMUS
+248.1%
+2,638.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.8% | +9.9% | +11.3% |
| 7D | +0.4% | +8.2% | -7.8% | -1.6% |
| 30D | -35.1% | +13.4% | -48.5% | -37.7% |
| 3M | -15.1% | -3.0% | -12.1% | -15.3% |
| 6M | +51.7% | -8.8% | +60.5% | +52.3% |
| YTD | +200.0% | -13.8% | +213.8% | +205.1% |
| 1Y | +172.1% | -17.1% | +189.2% | +180.4% |
| 3Y | +431.2% | +22.7% | +408.5% | +339.9% |
| 5Y | +633.1% | +52.8% | +580.3% | +438.7% |
| 10Y | +2,886.3% | +244.6% | +2,641.7% | +1,504.1% |
| All | +2,886.3% | +248.1% | +2,638.3% | +1,504.1% |
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