-19.1%
TMUS vs DE
+41.5%
-60.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +7.7% | +3.6% | +4.1% | +7.4% |
| 3M | -6.8% | +10.2% | -17.0% | -7.0% |
| 6M | -9.7% | +16.6% | -26.3% | -9.9% |
| YTD | -15.0% | +45.8% | -60.8% | -13.6% |
| 1Y | -19.1% | +43.9% | -63.0% | -18.0% |
| All | -19.1% | +41.5% | -60.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling