-21.2%
TMUS vs DG
+45.3%
-66.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.5% | -5.4% | +1.4% |
| 7D | +7.5% | +12.3% | -4.8% | +5.2% |
| 30D | -3.3% | +19.3% | -22.6% | -6.0% |
| 3M | -9.7% | +11.9% | -21.5% | -11.4% |
| 6M | -17.2% | +25.0% | -42.2% | -20.0% |
| YTD | -20.3% | +8.7% | -29.1% | -22.3% |
| 1Y | -21.2% | +44.7% | -65.9% | -27.7% |
| All | -21.2% | +45.3% | -66.5% | -27.7% |
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