+43.0%
TMUS vs DOW
-37.1%
+80.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.3% | -2.9% | +2.7% | 0.0% |
| 30D | +3.1% | +2.0% | +1.2% | +2.9% |
| 3M | +2.4% | -12.5% | +14.9% | +3.3% |
| 6M | -17.1% | -9.2% | -7.9% | -16.7% |
| YTD | -9.1% | +30.8% | -39.9% | -11.3% |
| 1Y | -23.6% | +29.4% | -53.0% | -25.5% |
| 3Y | +38.8% | -34.6% | +73.4% | +47.7% |
| 5Y | +43.0% | -35.9% | +78.9% | +51.7% |
| All | +43.0% | -37.1% | +80.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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