+298.8%
TMUS vs DE
+1,693.3%
-1,394.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +8.2% | +2.3% | +5.9% | +7.3% |
| 30D | +13.4% | +9.3% | +4.0% | +9.6% |
| 3M | -3.0% | +12.2% | -15.2% | -7.4% |
| 6M | -8.8% | +18.1% | -26.9% | -15.1% |
| YTD | -13.8% | +49.8% | -63.6% | -27.9% |
| 1Y | -17.1% | +46.4% | -63.5% | -30.1% |
| 3Y | +22.7% | +92.5% | -69.9% | -10.5% |
| 5Y | +52.8% | +107.4% | -54.5% | +3.5% |
| 10Y | +244.6% | +784.1% | -539.4% | +9.0% |
| All | +298.8% | +1,693.3% | -1,394.5% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling