+245.2%
DHR vs TMUS
+248.1%
-2.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.7% |
| 7D | +0.2% | +8.2% | -8.0% | -1.5% |
| 30D | +6.4% | +13.4% | -7.0% | +3.3% |
| 3M | +13.6% | -3.0% | +16.7% | +13.7% |
| 6M | +41.9% | -8.8% | +50.6% | +43.0% |
| YTD | +3.4% | -13.8% | +17.3% | +5.2% |
| 1Y | +9.9% | -17.1% | +26.9% | +12.9% |
| 3Y | +21.6% | +22.7% | -1.1% | +7.6% |
| 5Y | -10.6% | +52.8% | -63.4% | -27.3% |
| 10Y | +245.2% | +244.6% | +0.5% | +127.1% |
| All | +245.2% | +248.1% | -2.9% | +127.1% |
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