+47.5%
TMUS vs DHI
+61.2%
-13.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +0.4% | -3.4% | +3.9% | +0.9% |
| 30D | +3.5% | -5.4% | +9.0% | +4.2% |
| 3M | -1.3% | -10.4% | +9.1% | -0.1% |
| 6M | -13.6% | -2.8% | -10.8% | -13.7% |
| YTD | -8.8% | -3.4% | -5.3% | -8.9% |
| 1Y | -22.9% | -22.9% | 0.0% | -20.7% |
| 3Y | +36.7% | +20.7% | +16.0% | +25.7% |
| All | +47.5% | +61.2% | -13.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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