+244.6%
TMUS vs DRI
+339.9%
-95.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | -0.7% | +8.9% | +8.3% |
| 30D | +13.4% | +14.7% | -1.3% | +10.1% |
| 3M | -3.0% | +5.4% | -8.5% | -4.2% |
| 6M | -8.8% | +18.8% | -27.6% | -12.3% |
| YTD | -13.8% | +28.4% | -42.2% | -18.9% |
| 1Y | -17.1% | +37.7% | -54.7% | -23.2% |
| 3Y | +22.7% | +68.0% | -45.3% | +7.0% |
| 5Y | +52.8% | +78.8% | -26.0% | +29.5% |
| 10Y | +244.6% | +334.2% | -89.5% | +128.9% |
| All | +244.6% | +339.9% | -95.2% | +128.9% |
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