-16.3%
TMUS vs DG
+40.4%
-56.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.7% |
| 7D | +5.3% | +0.7% | +4.7% | +5.1% |
| 30D | +13.5% | +7.4% | +6.1% | +12.4% |
| 3M | -4.2% | +8.5% | -12.7% | -5.5% |
| 6M | -11.9% | +21.9% | -33.8% | -14.2% |
| YTD | -15.6% | +4.9% | -20.5% | -17.0% |
| All | -16.3% | +40.4% | -56.7% | -20.5% |
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