+238.4%
TMUS vs D
+42.6%
+195.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +3.6% | +3.0% | +0.6% | +2.6% |
| 30D | -3.4% | +11.5% | -14.9% | -6.4% |
| 3M | -9.5% | +3.7% | -13.2% | -10.5% |
| 6M | -15.2% | +13.5% | -28.7% | -18.5% |
| YTD | -18.9% | +20.7% | -39.6% | -23.7% |
| 1Y | -17.7% | +18.2% | -35.9% | -22.1% |
| 3Y | +15.6% | +73.3% | -57.7% | -3.4% |
| 5Y | +38.9% | +12.3% | +26.6% | +32.1% |
| All | +238.4% | +42.6% | +195.9% | +212.5% |
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