+42.0%
TMUS vs DLR
+33.9%
+8.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | +5.3% | -3.4% | +8.6% | +5.7% |
| 3M | +3.1% | +0.5% | +2.6% | +2.8% |
| 6M | -16.5% | +4.6% | -21.0% | -17.2% |
| YTD | -9.2% | +23.4% | -32.6% | -12.0% |
| 1Y | -26.5% | +19.0% | -45.5% | -28.6% |
| 3Y | +39.0% | +56.5% | -17.5% | +26.1% |
| All | +42.0% | +33.9% | +8.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling