+1,684.6%
TMUS vs DG
+628.1%
+1,056.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | -4.2% | +8.5% | -12.7% | -6.1% |
| 6M | -11.9% | +21.9% | -33.8% | -15.7% |
| YTD | -15.6% | +4.9% | -20.5% | -17.1% |
| 1Y | -16.8% | +40.4% | -57.2% | -23.4% |
| 3Y | +20.8% | +23.5% | -2.7% | +9.4% |
| 5Y | +48.0% | -32.3% | +80.3% | +53.3% |
| 10Y | +234.7% | +119.3% | +115.4% | +153.0% |
| All | +1,684.6% | +628.1% | +1,056.6% | +733.2% |
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