+275.3%
TMUS vs DRI
+1,012.9%
-737.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +3.6% | +2.8% | +0.8% | +2.7% |
| 30D | -3.4% | +13.3% | -16.6% | -6.9% |
| 3M | -9.5% | +8.2% | -17.6% | -11.7% |
| 6M | -15.2% | +17.5% | -32.7% | -19.5% |
| YTD | -18.9% | +26.9% | -45.8% | -25.3% |
| 1Y | -17.7% | +31.6% | -49.3% | -25.1% |
| 3Y | +15.6% | +67.0% | -51.3% | -4.4% |
| 5Y | +38.9% | +72.9% | -34.0% | +11.4% |
| 10Y | +245.3% | +371.3% | -126.0% | +70.7% |
| All | +275.3% | +1,012.9% | -737.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling