+320.5%
TMUS vs DLR
+910.4%
-589.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | +5.3% | -3.4% | +8.6% | +6.2% |
| 3M | +3.1% | +0.5% | +2.6% | +2.4% |
| 6M | -16.5% | +4.6% | -21.0% | -18.4% |
| YTD | -9.2% | +23.4% | -32.6% | -16.0% |
| 1Y | -26.5% | +19.0% | -45.5% | -31.6% |
| 3Y | +39.0% | +56.5% | -17.5% | +14.4% |
| 5Y | +40.4% | +33.3% | +7.1% | +18.7% |
| 10Y | +303.7% | +165.1% | +138.6% | +151.1% |
| All | +320.5% | +910.4% | -589.9% | +39.0% |
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