+215.7%
DHR vs TMUS
+304.7%
-88.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | -2.4% | -5.3% | +2.9% | -1.2% |
| 30D | -2.2% | +0.1% | -2.3% | -2.2% |
| 3M | +9.0% | -0.6% | +9.6% | +8.3% |
| 6M | +3.5% | -17.5% | +21.0% | +7.6% |
| YTD | -10.1% | -11.3% | +1.1% | -8.6% |
| 1Y | +6.2% | -25.4% | +31.6% | +13.0% |
| 3Y | -5.4% | +35.5% | -40.9% | -18.0% |
| 5Y | -27.9% | +41.9% | -69.8% | -39.2% |
| 10Y | +215.7% | +317.8% | -102.1% | +98.3% |
| All | +215.7% | +304.7% | -88.9% | +98.3% |
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