+234.7%
TMUS vs DRI
+370.8%
-136.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.8% |
| 7D | +5.3% | +3.1% | +2.2% | +4.6% |
| 30D | +13.5% | +16.2% | -2.7% | +9.9% |
| 3M | -4.2% | +8.4% | -12.6% | -6.0% |
| 6M | -11.9% | +19.0% | -30.9% | -15.3% |
| YTD | -15.6% | +28.8% | -44.4% | -20.6% |
| 1Y | -16.8% | +33.1% | -49.9% | -22.4% |
| 3Y | +20.8% | +70.8% | -50.0% | +4.9% |
| 5Y | +48.0% | +74.2% | -26.2% | +26.1% |
| 10Y | +234.7% | +345.5% | -110.8% | +124.9% |
| All | +234.7% | +370.8% | -136.0% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling