+32.8%
TMUS vs DGX
+93.2%
-60.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -5.8% | -3.5% | -2.3% | -5.2% |
| 30D | -0.2% | -2.7% | +2.5% | +0.2% |
| 3M | -4.0% | +13.9% | -17.9% | -6.4% |
| 6M | -18.1% | +16.0% | -34.1% | -20.7% |
| YTD | -11.3% | +34.9% | -46.3% | -17.9% |
| 1Y | -24.7% | +30.6% | -55.3% | -29.7% |
| All | +32.8% | +93.2% | -60.3% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling