+275.3%
TMUS vs DLR
+840.7%
-565.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.6% | -3.6% | +7.2% | +4.6% |
| 30D | -3.4% | -3.5% | +0.1% | -2.7% |
| 3M | -9.5% | -8.9% | -0.5% | -7.5% |
| 6M | -15.2% | -11.6% | -3.6% | -12.9% |
| YTD | -18.9% | +14.9% | -33.8% | -23.8% |
| 1Y | -17.7% | +6.4% | -24.1% | -20.8% |
| 3Y | +15.6% | +47.3% | -31.6% | -3.5% |
| 5Y | +38.9% | +32.8% | +6.1% | +16.6% |
| 10Y | +245.3% | +169.6% | +75.7% | +111.4% |
| All | +275.3% | +840.7% | -565.4% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling