-21.2%
TMUS vs D
+23.9%
-45.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.4% | +1.5% |
| 7D | +7.5% | +8.5% | -1.0% | +4.7% |
| 30D | -3.3% | +14.3% | -17.6% | -7.2% |
| 3M | -9.7% | +1.8% | -11.4% | -10.6% |
| 6M | -17.2% | +13.0% | -30.3% | -20.5% |
| YTD | -20.3% | +22.7% | -43.1% | -24.5% |
| 1Y | -21.2% | +22.6% | -43.8% | -25.4% |
| All | -21.2% | +23.9% | -45.1% | -25.4% |
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