-26.5%
TMUS vs D
+15.7%
-42.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.1% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +5.3% | -3.6% | +8.8% | +6.3% |
| 3M | +3.1% | -1.0% | +4.1% | +3.3% |
| 6M | -16.5% | +6.3% | -22.7% | -18.0% |
| YTD | -9.2% | +14.7% | -23.9% | -12.2% |
| 1Y | -26.5% | +16.9% | -43.4% | -30.1% |
| All | -26.5% | +15.7% | -42.2% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling