+37.7%
TMUS vs DOC
-22.1%
+59.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +9.0% | +6.2% | +2.8% | +7.8% |
| 30D | -3.2% | +6.5% | -9.7% | -4.4% |
| 3M | -6.9% | -6.2% | -0.6% | -5.8% |
| 6M | -16.4% | +25.6% | -42.0% | -20.5% |
| YTD | -19.6% | +32.1% | -51.7% | -24.7% |
| 1Y | -19.9% | +20.3% | -40.2% | -23.3% |
| 3Y | +14.5% | +42.7% | -28.2% | +4.1% |
| 5Y | +37.7% | -22.2% | +59.8% | +49.4% |
| All | +37.7% | -22.1% | +59.7% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling