+320.5%
TMUS vs D
+230.3%
+90.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.6% |
| 30D | +5.3% | -2.6% | +7.8% | +6.4% |
| 3M | +3.1% | 0.0% | +3.1% | +3.0% |
| 6M | -16.5% | +7.4% | -23.8% | -19.6% |
| YTD | -9.2% | +15.9% | -25.0% | -15.7% |
| 1Y | -26.5% | +18.1% | -44.6% | -32.6% |
| 3Y | +39.0% | +58.4% | -19.4% | +8.2% |
| 5Y | +40.4% | +5.2% | +35.2% | +31.8% |
| 10Y | +303.7% | +35.9% | +267.8% | +200.5% |
| All | +320.5% | +230.3% | +90.1% | +54.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling