+65.7%
DIA vs TMUS
+40.3%
+25.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.5% | +5.3% | -6.8% | -2.5% |
| 3M | +3.8% | +3.1% | +0.6% | +2.6% |
| 6M | +10.3% | -16.5% | +26.7% | +14.0% |
| YTD | +12.1% | -9.2% | +21.3% | +13.3% |
| 1Y | +18.6% | -26.5% | +45.1% | +26.5% |
| 3Y | +60.6% | +39.0% | +21.6% | +38.8% |
| All | +65.7% | +40.3% | +25.4% | +43.8% |
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 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