+39.5%
TMUS vs DRI
+53.9%
-14.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +5.3% | +3.8% | +1.4% | +4.7% |
| 3M | +3.1% | +13.0% | -9.9% | +1.5% |
| 6M | -16.5% | +8.3% | -24.8% | -17.4% |
| YTD | -9.2% | +20.6% | -29.8% | -11.6% |
| 1Y | -26.5% | +6.5% | -32.9% | -27.3% |
| All | +39.5% | +53.9% | -14.4% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling