+320.5%
TMUS vs DRI
+957.7%
-637.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +5.3% | +3.8% | +1.4% | +3.9% |
| 3M | +3.1% | +13.0% | -9.9% | -0.8% |
| 6M | -16.5% | +8.3% | -24.8% | -18.9% |
| YTD | -9.2% | +20.6% | -29.8% | -15.0% |
| 1Y | -26.5% | +6.5% | -32.9% | -28.7% |
| 3Y | +39.0% | +53.7% | -14.7% | +17.8% |
| 5Y | +40.4% | +72.7% | -32.3% | +12.3% |
| 10Y | +303.7% | +363.2% | -59.4% | +100.1% |
| All | +320.5% | +957.7% | -637.2% | +41.6% |
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