+240.9%
DIA vs TMUS
+260.7%
-19.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -2.0% | +1.0% |
| 7D | +0.8% | +5.3% | -4.6% | -0.7% |
| 30D | +1.4% | +13.5% | -12.1% | -2.5% |
| 3M | -2.7% | -4.2% | +1.5% | -2.3% |
| 6M | +6.2% | -11.9% | +18.1% | +8.6% |
| YTD | +10.1% | -15.6% | +25.7% | +13.4% |
| 1Y | +13.0% | -16.8% | +29.8% | +16.8% |
| 3Y | +61.9% | +20.8% | +41.1% | +42.2% |
| 5Y | +57.1% | +48.0% | +9.0% | +25.9% |
| 10Y | +240.9% | +234.7% | +6.2% | +112.9% |
| All | +240.9% | +260.7% | -19.8% | +112.9% |
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