+320.5%
TMUS vs DD
+181.8%
+138.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.6% |
| 7D | +0.1% | -3.5% | +3.6% | +1.3% |
| 30D | +5.3% | -10.3% | +15.6% | +9.2% |
| 3M | +3.1% | -7.5% | +10.7% | +5.7% |
| 6M | -16.5% | -8.0% | -8.4% | -15.0% |
| YTD | -9.2% | +10.5% | -19.6% | -13.9% |
| 1Y | -26.5% | +38.3% | -64.8% | -36.3% |
| 3Y | +39.0% | +42.5% | -3.5% | +14.7% |
| 5Y | +40.4% | +60.2% | -19.8% | +7.4% |
| 10Y | +303.7% | +68.9% | +234.8% | +174.2% |
| All | +320.5% | +181.8% | +138.7% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling