+38.8%
TMUS vs DE
+72.4%
-33.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -0.3% | +0.7% | -0.9% | -0.3% |
| 30D | +3.1% | +9.6% | -6.5% | +2.6% |
| 3M | +2.4% | +19.0% | -16.6% | +1.3% |
| 6M | -17.1% | +16.1% | -33.1% | -17.8% |
| YTD | -9.1% | +47.0% | -56.1% | -11.6% |
| 1Y | -23.6% | +43.1% | -66.8% | -25.6% |
| 3Y | +38.8% | +77.5% | -38.7% | +34.7% |
| All | +38.8% | +72.4% | -33.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling