+42.6%
TMUS vs DGX
+62.5%
-19.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | -2.2% | -3.1% | -4.8% |
| 30D | +0.1% | -0.9% | +1.0% | +0.3% |
| 3M | -0.6% | +15.6% | -16.2% | -4.6% |
| 6M | -17.5% | +17.8% | -35.3% | -21.5% |
| YTD | -11.3% | +37.5% | -48.7% | -19.9% |
| 1Y | -25.4% | +31.2% | -56.5% | -31.7% |
| 3Y | +35.5% | +96.6% | -61.1% | +7.6% |
| All | +42.6% | +62.5% | -19.9% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling