+513.8%
DIA vs TMUS
+309.7%
+204.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.9% | +3.6% | -4.5% | -1.6% |
| 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% | +13.4% |
| 3Y | +57.5% | +15.6% | +41.9% | +49.1% |
| 5Y | +53.7% | +38.9% | +14.8% | +39.2% |
| 10Y | +247.2% | +245.3% | +1.9% | +163.1% |
| All | +513.8% | +309.7% | +204.2% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling