+234.7%
TMUS vs DG
+128.5%
+106.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.7% |
| 7D | +5.3% | +0.7% | +4.7% | +5.2% |
| 30D | +13.5% | +7.4% | +6.1% | +12.1% |
| 3M | -4.2% | +8.5% | -12.7% | -5.9% |
| 6M | -11.9% | +21.9% | -33.8% | -15.3% |
| YTD | -15.6% | +4.9% | -20.5% | -17.0% |
| 1Y | -16.8% | +40.4% | -57.2% | -22.7% |
| 3Y | +20.8% | +23.5% | -2.7% | +10.3% |
| 5Y | +48.0% | -32.3% | +80.3% | +56.1% |
| 10Y | +234.7% | +119.3% | +115.4% | +169.8% |
| All | +234.7% | +128.5% | +106.3% | +169.8% |
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