+244.6%
TMUS vs D
+47.5%
+197.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +8.2% | -2.4% | +10.6% | +9.0% |
| 30D | +13.4% | +9.0% | +4.4% | +10.5% |
| 3M | -3.0% | +1.0% | -4.0% | -3.4% |
| 6M | -8.8% | +11.0% | -19.8% | -11.8% |
| YTD | -13.8% | +19.8% | -33.6% | -18.8% |
| 1Y | -17.1% | +16.0% | -33.0% | -21.1% |
| 3Y | +22.7% | +74.4% | -51.7% | +2.1% |
| 5Y | +52.8% | +13.5% | +39.3% | +44.7% |
| 10Y | +244.6% | +48.4% | +196.3% | +210.8% |
| All | +244.6% | +47.5% | +197.2% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling