+237.8%
TMUS vs DGX
+279.6%
-41.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | +1.6% | +3.3% | +4.4% |
| 30D | +7.7% | +11.2% | -3.5% | +4.2% |
| 3M | -6.8% | +10.4% | -17.2% | -9.7% |
| 6M | -9.7% | +37.1% | -46.8% | -18.8% |
| YTD | -15.0% | +52.1% | -67.1% | -26.7% |
| 1Y | -19.1% | +40.7% | -59.8% | -28.4% |
| 3Y | +21.4% | +107.6% | -86.2% | -7.0% |
| 5Y | +51.2% | +90.6% | -39.4% | +17.6% |
| All | +237.8% | +279.6% | -41.9% | +96.0% |
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