+309.1%
TMUS vs DG
+105.6%
+203.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.8% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | +3.1% | +1.0% | +2.1% | +2.8% |
| 3M | +2.4% | +20.3% | -17.9% | -1.1% |
| 6M | -17.1% | -11.7% | -5.3% | -15.6% |
| YTD | -9.1% | -2.3% | -6.7% | -9.3% |
| 1Y | -23.6% | +20.0% | -43.6% | -27.0% |
| 3Y | +38.8% | +7.2% | +31.6% | +30.6% |
| 5Y | +43.0% | -37.9% | +80.9% | +53.7% |
| 10Y | +309.1% | +107.3% | +201.8% | +213.1% |
| All | +309.1% | +105.6% | +203.5% | +213.1% |
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