-17.7%
TMUS vs D
+19.8%
-37.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +3.6% | +3.0% | +0.6% | +2.5% |
| 30D | -3.4% | +11.5% | -14.9% | -6.6% |
| 3M | -9.5% | +3.7% | -13.2% | -10.8% |
| 6M | -15.2% | +13.5% | -28.7% | -18.6% |
| YTD | -18.9% | +20.7% | -39.6% | -23.0% |
| 1Y | -17.7% | +18.2% | -35.9% | -21.3% |
| All | -17.7% | +19.8% | -37.5% | -21.3% |
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