-5.2%
DHR vs TMUS
+38.6%
-43.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +0.2% | +3.1% | -2.9% | +0.3% |
| 3M | +12.1% | +2.4% | +9.6% | +12.0% |
| 6M | +5.4% | -17.1% | +22.5% | +5.7% |
| YTD | -10.0% | -9.1% | -0.9% | -10.0% |
| 1Y | +4.1% | -23.6% | +27.7% | +4.8% |
| 3Y | -5.2% | +38.8% | -44.0% | -13.7% |
| All | -5.2% | +38.6% | -43.8% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling