+268.7%
TMUS vs DOC
+67.3%
+201.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.2% |
| 7D | +7.5% | +8.7% | -1.2% | +4.9% |
| 30D | -3.3% | +7.6% | -11.0% | -5.5% |
| 3M | -9.7% | -5.3% | -4.4% | -8.5% |
| 6M | -17.2% | +27.6% | -44.8% | -23.7% |
| YTD | -20.3% | +32.4% | -52.7% | -27.7% |
| 1Y | -21.2% | +22.9% | -44.1% | -26.9% |
| 3Y | +13.5% | +43.1% | -29.6% | -1.1% |
| 5Y | +36.5% | -21.4% | +57.9% | +40.7% |
| 10Y | +239.2% | +16.8% | +222.4% | +189.8% |
| All | +268.7% | +67.3% | +201.4% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling