+159.9%
DELL vs TMUS
-18.1%
+178.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.5% | -7.4% |
| 7D | +4.9% | +4.9% | 0.0% | +6.4% |
| 30D | -32.1% | +7.7% | -39.8% | -29.6% |
| 3M | -30.2% | -6.8% | -23.4% | -29.5% |
| 6M | +41.7% | -9.7% | +51.4% | +45.3% |
| YTD | +176.6% | -15.0% | +191.5% | +182.4% |
| 1Y | +159.9% | -19.1% | +179.1% | +165.9% |
| All | +159.9% | -18.1% | +178.1% | +165.9% |
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