+57.9%
DIA vs TMUS
+51.5%
+6.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | +2.1% | +4.9% | -2.8% | +1.3% |
| 30D | +1.5% | +7.7% | -6.2% | +0.1% |
| 3M | -2.4% | -6.8% | +4.4% | -1.5% |
| 6M | +6.0% | -9.7% | +15.6% | +7.2% |
| YTD | +10.1% | -15.0% | +25.0% | +12.3% |
| 1Y | +11.8% | -19.1% | +30.9% | +15.5% |
| 3Y | +59.7% | +21.4% | +38.3% | +41.5% |
| All | +57.9% | +51.5% | +6.4% | +32.5% |
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