+275.3%
TMUS vs DAR
+543.5%
-268.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +3.6% | -9.9% | +13.5% | +6.0% |
| 30D | -3.4% | -16.4% | +13.0% | +0.5% |
| 3M | -9.5% | -17.1% | +7.6% | -5.9% |
| 6M | -15.2% | -20.5% | +5.3% | -11.3% |
| YTD | -18.9% | +39.4% | -58.3% | -25.7% |
| 1Y | -17.7% | +57.2% | -74.9% | -26.8% |
| 3Y | +15.6% | +13.9% | +1.8% | +5.4% |
| 5Y | +38.9% | -40.8% | +79.7% | +44.0% |
| 10Y | +245.3% | +276.2% | -31.0% | +100.2% |
| All | +275.3% | +543.5% | -268.2% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling