+246.2%
DIA vs TMUS
+309.7%
-63.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -2.1% | +3.1% | -5.2% | -3.0% |
| 3M | +4.2% | +2.4% | +1.7% | +2.6% |
| 6M | +11.9% | -17.1% | +29.0% | +17.4% |
| YTD | +10.8% | -9.1% | +19.9% | +12.4% |
| 1Y | +17.5% | -23.6% | +41.1% | +26.1% |
| 3Y | +59.9% | +38.8% | +21.1% | +35.6% |
| 5Y | +64.1% | +43.0% | +21.2% | +35.7% |
| 10Y | +246.2% | +309.1% | -62.9% | +106.5% |
| All | +246.2% | +309.7% | -63.5% | +106.5% |
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