+42.0%
TMUS vs DD
+61.3%
-19.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.5% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | +5.3% | -10.3% | +15.6% | +7.0% |
| 3M | +3.1% | -7.5% | +10.7% | +4.2% |
| 6M | -16.5% | -8.0% | -8.4% | -15.7% |
| YTD | -9.2% | +10.5% | -19.6% | -11.5% |
| 1Y | -26.5% | +38.3% | -64.8% | -31.5% |
| 3Y | +39.0% | +42.5% | -3.5% | +26.3% |
| All | +42.0% | +61.3% | -19.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling