+234.7%
TMUS vs DAR
+288.2%
-53.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.5% | +3.4% |
| 7D | +5.3% | -2.8% | +8.1% | +5.8% |
| 30D | +13.5% | -12.8% | +26.4% | +15.9% |
| 3M | -4.2% | -11.6% | +7.3% | -2.6% |
| 6M | -11.9% | -16.8% | +4.9% | -9.6% |
| YTD | -15.6% | +45.9% | -61.5% | -21.2% |
| 1Y | -16.8% | +61.5% | -78.3% | -23.7% |
| 3Y | +20.8% | +23.0% | -2.2% | +12.1% |
| 5Y | +48.0% | -35.8% | +83.9% | +54.3% |
| 10Y | +234.7% | +280.4% | -45.6% | +105.9% |
| All | +234.7% | +288.2% | -53.5% | +105.9% |
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