+43.0%
TMUS vs DE
+95.7%
-52.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -0.3% | +0.7% | -0.9% | -0.3% |
| 30D | +3.1% | +9.6% | -6.5% | +2.0% |
| 3M | +2.4% | +19.0% | -16.6% | +0.1% |
| 6M | -17.1% | +16.1% | -33.1% | -18.8% |
| YTD | -9.1% | +47.0% | -56.1% | -14.1% |
| 1Y | -23.6% | +43.1% | -66.8% | -27.6% |
| 3Y | +38.8% | +77.5% | -38.7% | +25.9% |
| 5Y | +43.0% | +96.4% | -53.4% | +25.6% |
| All | +43.0% | +95.7% | -52.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling