-17.1%
TMUS vs DRI
+36.0%
-53.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.0% |
| 3M | -3.0% | +5.4% | -8.5% | -4.4% |
| 6M | -8.8% | +18.8% | -27.6% | -10.7% |
| YTD | -13.8% | +28.4% | -42.2% | -15.8% |
| 1Y | -17.1% | +37.7% | -54.7% | -19.1% |
| All | -17.1% | +36.0% | -53.1% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling