-26.5%
TMUS vs DG
+23.4%
-49.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.7% |
| 7D | +0.1% | +8.4% | -8.3% | -1.3% |
| 30D | +5.3% | +4.9% | +0.3% | +4.3% |
| 3M | +3.1% | +29.3% | -26.2% | -0.1% |
| 6M | -16.5% | -11.3% | -5.2% | -16.0% |
| YTD | -9.2% | +1.8% | -10.9% | -10.4% |
| 1Y | -26.5% | +25.3% | -51.8% | -30.9% |
| All | -26.5% | +23.4% | -49.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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