+239.9%
TMUS vs DAR
+307.1%
-67.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.0% |
| 7D | +6.5% | +9.2% | -2.7% | +5.0% |
| 30D | +11.3% | -12.3% | +23.5% | +13.4% |
| 3M | -2.9% | -12.7% | +9.8% | -1.0% |
| 6M | -10.5% | -12.8% | +2.2% | -8.9% |
| YTD | -14.4% | +53.8% | -68.2% | -20.8% |
| 1Y | -17.9% | +60.3% | -78.2% | -24.6% |
| 3Y | +21.9% | +31.7% | -9.9% | +11.7% |
| 5Y | +52.1% | -27.7% | +79.9% | +54.7% |
| All | +239.9% | +307.1% | -67.2% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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