+320.5%
TMUS vs DE
+1,693.6%
-1,373.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | +10.0% | -9.9% | -3.5% |
| 30D | +5.3% | +13.3% | -8.1% | +0.1% |
| 3M | +3.1% | +17.5% | -14.4% | -3.7% |
| 6M | -16.5% | +13.6% | -30.0% | -21.5% |
| YTD | -9.2% | +49.8% | -58.9% | -24.0% |
| 1Y | -26.5% | +47.9% | -74.3% | -38.4% |
| 3Y | +39.0% | +72.5% | -33.5% | +6.0% |
| 5Y | +40.4% | +90.2% | -49.9% | -1.8% |
| 10Y | +303.7% | +865.4% | -561.7% | +22.4% |
| All | +320.5% | +1,693.6% | -1,373.1% | -29.2% |
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