+42.0%
TMUS vs DOC
-24.5%
+66.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +5.3% | -4.8% | +10.0% | +6.2% |
| 3M | +3.1% | +6.9% | -3.8% | +1.7% |
| 6M | -16.5% | +20.7% | -37.2% | -19.8% |
| YTD | -9.2% | +34.1% | -43.3% | -15.0% |
| 1Y | -26.5% | +22.6% | -49.1% | -29.9% |
| 3Y | +39.0% | +20.8% | +18.2% | +32.6% |
| All | +42.0% | -24.5% | +66.5% | +53.4% |
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