+312.3%
DELL vs TMUS
-25.2%
+337.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.4% |
| 7D | -1.9% | -5.8% | +3.9% | -3.4% |
| 30D | +14.9% | -0.2% | +15.1% | +15.0% |
| 3M | +37.2% | -4.0% | +41.2% | +37.7% |
| 6M | +254.0% | -18.1% | +272.1% | +248.6% |
| YTD | +306.1% | -11.3% | +317.5% | +304.0% |
| 1Y | +312.3% | -24.7% | +337.0% | +271.8% |
| All | +312.3% | -25.2% | +337.5% | +271.8% |
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