+41.0%
TMUS vs DAR
-41.1%
+82.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +3.6% | -9.9% | +13.5% | +4.4% |
| 30D | -3.4% | -16.4% | +13.0% | -2.0% |
| 3M | -9.5% | -17.1% | +7.6% | -8.2% |
| 6M | -15.2% | -20.5% | +5.3% | -13.8% |
| YTD | -18.9% | +39.4% | -58.3% | -21.1% |
| 1Y | -17.7% | +57.2% | -74.9% | -20.7% |
| 3Y | +15.6% | +13.9% | +1.8% | +13.3% |
| All | +41.0% | -41.1% | +82.0% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling