+320.9%
TMUS vs DHI
+695.7%
-374.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.8% |
| 7D | -0.3% | -2.0% | +1.8% | +0.2% |
| 30D | +3.1% | -8.3% | +11.5% | +5.2% |
| 3M | +2.4% | -3.7% | +6.1% | +2.9% |
| 6M | -17.1% | -5.4% | -11.7% | -16.7% |
| YTD | -9.1% | -3.0% | -6.1% | -9.5% |
| 1Y | -23.6% | -23.8% | +0.2% | -19.7% |
| 3Y | +38.8% | +21.8% | +17.0% | +24.9% |
| 5Y | +43.0% | +59.6% | -16.7% | +16.4% |
| 10Y | +309.1% | +391.2% | -82.1% | +130.5% |
| All | +320.9% | +695.7% | -374.9% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling