-21.2%
TMUS vs DGX
+45.0%
-66.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +3.3% |
| 7D | +7.5% | +4.1% | +3.4% | +7.7% |
| 30D | -3.3% | +10.5% | -13.8% | -2.7% |
| 3M | -9.7% | +9.8% | -19.5% | -9.0% |
| 6M | -17.2% | +34.6% | -51.8% | -15.2% |
| YTD | -20.3% | +49.8% | -70.2% | -18.9% |
| 1Y | -21.2% | +46.0% | -67.2% | -19.7% |
| All | -21.2% | +45.0% | -66.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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