-17.1%
TMUS vs DLR
+9.7%
-26.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | -2.0% | +10.2% | +8.0% |
| 30D | +13.4% | +0.5% | +12.8% | +13.4% |
| 3M | -3.0% | -4.4% | +1.4% | -2.7% |
| 6M | -8.8% | -6.4% | -2.3% | -8.6% |
| YTD | -13.8% | +19.5% | -33.3% | -13.7% |
| 1Y | -17.1% | +10.5% | -27.6% | -16.1% |
| All | -17.1% | +9.7% | -26.7% | -16.1% |
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