+197.0%
TMUS vs DBX
+12.3%
+184.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +5.1% |
| 7D | +5.3% | -8.6% | +13.9% | +6.8% |
| 30D | +13.5% | -5.2% | +18.7% | +14.4% |
| 3M | -4.2% | -6.4% | +2.2% | -3.5% |
| 6M | -11.9% | +12.7% | -24.6% | -14.1% |
| YTD | -15.6% | +17.2% | -32.8% | -18.5% |
| 1Y | -16.8% | +5.5% | -22.3% | -18.3% |
| 3Y | +20.8% | +24.1% | -3.3% | +12.5% |
| 5Y | +48.0% | +14.2% | +33.8% | +37.4% |
| All | +197.0% | +12.3% | +184.7% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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