-25.4%
TMUS vs DLR
+20.8%
-46.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -5.3% | +2.9% | -8.2% | -5.4% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | -0.6% | +2.9% | -3.5% | -0.8% |
| 6M | -17.5% | +6.7% | -24.2% | -17.2% |
| YTD | -11.3% | +23.9% | -35.1% | -9.4% |
| 1Y | -25.4% | +18.6% | -44.0% | -24.4% |
| All | -25.4% | +20.8% | -46.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling