+234.7%
TMUS vs D
+42.1%
+192.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.7% | +4.3% |
| 7D | +5.3% | +0.8% | +4.6% | +5.1% |
| 30D | +13.5% | +10.7% | +2.8% | +10.1% |
| 3M | -4.2% | +2.3% | -6.5% | -4.9% |
| 6M | -11.9% | +12.5% | -24.4% | -15.2% |
| YTD | -15.6% | +20.1% | -35.7% | -20.5% |
| 1Y | -16.8% | +15.6% | -32.3% | -20.7% |
| 3Y | +20.8% | +75.2% | -54.4% | +0.3% |
| 5Y | +48.0% | +14.6% | +33.4% | +39.8% |
| 10Y | +234.7% | +43.8% | +191.0% | +200.7% |
| All | +234.7% | +42.1% | +192.6% | +200.7% |
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 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