+53.3%
DIA vs TMUS
+38.7%
+14.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.9% | +3.6% | -4.5% | -1.5% |
| 30D | +0.3% | -3.4% | +3.6% | +0.5% |
| 3M | -4.5% | -9.5% | +5.0% | -3.2% |
| 6M | +3.4% | -15.2% | +18.5% | +5.7% |
| YTD | +7.8% | -18.9% | +26.7% | +10.8% |
| 1Y | +10.7% | -17.7% | +28.4% | +13.3% |
| 3Y | +57.5% | +15.6% | +41.9% | +40.7% |
| All | +53.3% | +38.7% | +14.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling