+317.5%
TMUS vs DGX
+255.3%
+62.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +3.5% | -1.2% | +4.7% | +3.9% |
| 3M | -1.3% | +15.8% | -17.1% | -6.2% |
| 6M | -13.6% | +18.2% | -31.8% | -18.7% |
| YTD | -8.8% | +37.2% | -46.0% | -18.6% |
| 1Y | -22.9% | +30.4% | -53.2% | -30.1% |
| 3Y | +36.7% | +96.7% | -60.0% | +6.6% |
| 5Y | +46.6% | +67.2% | -20.6% | +19.2% |
| All | +317.5% | +255.3% | +62.2% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling