+239.9%
TMUS vs DG
+105.9%
+134.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +6.5% | -2.5% | +9.0% | +7.0% |
| 30D | +11.3% | +7.7% | +3.6% | +9.8% |
| 3M | -2.9% | +13.1% | -16.0% | -5.2% |
| 6M | -10.5% | +32.0% | -42.6% | -15.1% |
| YTD | -14.4% | +3.3% | -17.7% | -15.6% |
| 1Y | -17.9% | +31.7% | -49.5% | -22.8% |
| 3Y | +21.9% | +21.7% | +0.2% | +11.5% |
| 5Y | +52.1% | -34.7% | +86.9% | +62.1% |
| All | +239.9% | +105.9% | +134.0% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling