+317.8%
TMUS vs DD
+64.9%
+252.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.8% |
| 7D | -5.3% | -3.8% | -1.5% | -4.5% |
| 30D | +0.1% | -9.2% | +9.3% | +2.4% |
| 3M | -0.6% | -9.0% | +8.4% | +1.4% |
| 6M | -17.5% | -5.0% | -12.6% | -17.2% |
| YTD | -11.3% | +7.4% | -18.6% | -13.9% |
| 1Y | -25.4% | +35.1% | -60.5% | -32.1% |
| 3Y | +35.5% | +43.2% | -7.7% | +18.4% |
| 5Y | +41.9% | +59.6% | -17.7% | +17.3% |
| 10Y | +317.8% | +66.5% | +251.3% | +205.7% |
| All | +317.8% | +64.9% | +252.9% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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