+39.5%
TMUS vs DOC
+20.8%
+18.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +5.3% | -4.8% | +10.0% | +6.0% |
| 3M | +3.1% | +6.9% | -3.8% | +2.2% |
| 6M | -16.5% | +20.7% | -37.2% | -18.7% |
| YTD | -9.2% | +34.1% | -43.3% | -13.5% |
| 1Y | -26.5% | +22.6% | -49.1% | -28.9% |
| All | +39.5% | +20.8% | +18.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling