+538.4%
DIA vs TMUS
+359.0%
+179.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.5% | +5.3% | -6.8% | -2.6% |
| 3M | +3.8% | +3.1% | +0.6% | +2.7% |
| 6M | +10.3% | -16.5% | +26.7% | +13.5% |
| YTD | +12.1% | -9.2% | +21.3% | +13.2% |
| 1Y | +18.6% | -26.5% | +45.1% | +24.9% |
| 3Y | +60.6% | +39.0% | +21.6% | +47.2% |
| 5Y | +64.4% | +40.4% | +24.0% | +49.3% |
| 10Y | +250.1% | +303.7% | -53.6% | +158.5% |
| All | +538.4% | +359.0% | +179.4% | +291.8% |
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 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