+1,688.6%
TMUS vs DG
+631.4%
+1,057.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +9.5% | +5.2% | +4.3% | +8.3% |
| 30D | +13.8% | +7.9% | +5.9% | +12.0% |
| 3M | -4.6% | +12.7% | -17.3% | -7.1% |
| 6M | -11.7% | +22.4% | -34.1% | -15.6% |
| YTD | -15.4% | +5.4% | -20.8% | -17.0% |
| 1Y | -16.1% | +39.4% | -55.5% | -22.7% |
| 3Y | +20.5% | +24.1% | -3.6% | +9.0% |
| 5Y | +48.7% | -32.2% | +80.9% | +54.0% |
| 10Y | +240.8% | +111.8% | +129.0% | +160.0% |
| All | +1,688.6% | +631.4% | +1,057.1% | +734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling