+272.0%
TMUS vs D
+249.4%
+22.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | +9.0% | +6.9% | +2.1% | +5.8% |
| 30D | -3.2% | +12.3% | -15.5% | -8.2% |
| 3M | -6.9% | +3.0% | -9.9% | -8.3% |
| 6M | -16.4% | +12.8% | -29.2% | -21.2% |
| YTD | -19.6% | +22.6% | -42.2% | -27.4% |
| 1Y | -19.9% | +21.7% | -41.6% | -27.4% |
| 3Y | +14.5% | +83.9% | -69.4% | -16.8% |
| 5Y | +37.7% | +14.0% | +23.7% | +24.6% |
| 10Y | +242.2% | +45.6% | +196.7% | +146.0% |
| All | +272.0% | +249.4% | +22.6% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling