+1,820.1%
TMUS vs DG
+606.1%
+1,214.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.8% |
| 7D | +0.1% | +8.4% | -8.3% | -1.6% |
| 30D | +5.3% | +4.9% | +0.3% | +4.1% |
| 3M | +3.1% | +29.3% | -26.2% | -2.2% |
| 6M | -16.5% | -11.3% | -5.2% | -14.9% |
| YTD | -9.2% | +1.8% | -10.9% | -10.1% |
| 1Y | -26.5% | +25.3% | -51.8% | -30.7% |
| 3Y | +39.0% | +9.1% | +29.9% | +29.7% |
| 5Y | +40.4% | -34.9% | +75.3% | +46.8% |
| 10Y | +303.7% | +108.2% | +195.6% | +209.2% |
| All | +1,820.1% | +606.1% | +1,214.1% | +803.5% |
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 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