+41.0%
TMUS vs DG
-34.7%
+75.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.3% |
| 7D | +3.6% | +1.1% | +2.5% | +3.4% |
| 30D | -3.4% | +9.5% | -12.9% | -4.4% |
| 3M | -9.5% | +5.5% | -14.9% | -10.1% |
| 6M | -15.2% | +16.1% | -31.3% | -16.7% |
| YTD | -18.9% | +2.7% | -21.6% | -19.6% |
| 1Y | -17.7% | +42.1% | -59.8% | -21.3% |
| 3Y | +15.6% | +19.3% | -3.6% | +9.8% |
| All | +41.0% | -34.7% | +75.7% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling