+41.0%
TMUS vs DOW
-30.0%
+70.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +3.6% | -9.5% | +13.1% | +4.4% |
| 30D | -3.4% | +13.1% | -16.4% | -4.4% |
| 3M | -9.5% | +4.8% | -14.3% | -9.9% |
| 6M | -15.2% | -16.7% | +1.5% | -14.3% |
| YTD | -18.9% | +38.9% | -57.8% | -21.3% |
| 1Y | -17.7% | +48.3% | -66.0% | -20.6% |
| 3Y | +15.6% | -24.4% | +40.0% | +19.9% |
| All | +41.0% | -30.0% | +70.9% | +50.2% |
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