+14.6%
TMUS vs D
+82.3%
-67.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +9.0% | +6.9% | +2.1% | +6.9% |
| 30D | -3.2% | +12.3% | -15.5% | -6.3% |
| 3M | -6.9% | +3.0% | -9.9% | -7.8% |
| 6M | -16.4% | +12.8% | -29.2% | -19.4% |
| YTD | -19.6% | +22.6% | -42.2% | -24.3% |
| 1Y | -19.9% | +21.7% | -41.6% | -24.4% |
| All | +14.6% | +82.3% | -67.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling