+52.1%
TMUS vs DRI
+78.5%
-26.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +11.3% | +10.8% | +0.4% | +9.0% |
| 3M | -2.9% | +0.9% | -3.8% | -3.2% |
| 6M | -10.5% | +16.3% | -26.8% | -13.4% |
| YTD | -14.4% | +27.8% | -42.2% | -19.1% |
| 1Y | -17.9% | +33.9% | -51.7% | -23.2% |
| 3Y | +21.9% | +67.2% | -45.3% | +6.1% |
| 5Y | +52.1% | +79.0% | -26.9% | +25.9% |
| All | +52.1% | +78.5% | -26.4% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling