+3,063.4%
DELL vs TMUS
+282.9%
+2,780.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +4.4% |
| 7D | -11.8% | +5.3% | -17.2% | -13.1% |
| 30D | -40.8% | +13.5% | -54.4% | -43.2% |
| 3M | -23.6% | -4.2% | -19.3% | -23.5% |
| 6M | +33.4% | -11.9% | +45.3% | +35.2% |
| YTD | +178.0% | -15.6% | +193.6% | +184.0% |
| 1Y | +138.6% | -16.8% | +155.3% | +144.6% |
| 3Y | +400.9% | +20.8% | +380.1% | +318.8% |
| 5Y | +580.7% | +48.0% | +532.7% | +411.5% |
| 10Y | +2,655.3% | +234.7% | +2,420.5% | +1,438.7% |
| All | +3,063.4% | +282.9% | +2,780.5% | +1,651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling