+1,357.8%
DHR vs TMUS
+359.0%
+998.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.9% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +4.0% | +5.3% | -1.2% | +2.9% |
| 3M | +11.5% | +3.1% | +8.4% | +10.3% |
| 6M | +1.9% | -16.5% | +18.3% | +4.7% |
| YTD | -8.9% | -9.2% | +0.3% | -8.1% |
| 1Y | +5.1% | -26.5% | +31.6% | +10.4% |
| 3Y | -10.3% | +39.0% | -49.3% | -18.1% |
| 5Y | -27.8% | +40.4% | -68.2% | -34.7% |
| 10Y | +203.6% | +303.7% | -100.1% | +121.3% |
| All | +1,357.8% | +359.0% | +998.8% | +785.8% |
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 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