+1,122.0%
DELL vs TMUS
+41.9%
+1,080.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +25.6% | -0.3% | +25.9% | +25.7% |
| 30D | +17.7% | +3.1% | +14.5% | +17.4% |
| 3M | +33.4% | +2.4% | +31.0% | +32.5% |
| 6M | +266.2% | -17.1% | +283.3% | +276.1% |
| YTD | +328.0% | -9.1% | +337.1% | +331.8% |
| 1Y | +339.6% | -23.6% | +363.2% | +358.4% |
| 3Y | +694.6% | +38.8% | +655.8% | +565.6% |
| 5Y | +1,122.0% | +43.0% | +1,079.0% | +899.8% |
| All | +1,122.0% | +41.9% | +1,080.1% | +899.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling