+140.9%
TMUS vs DT
+97.2%
+43.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | -0.3% | -4.9% | +4.6% | +0.4% |
| 30D | +3.1% | +2.7% | +0.4% | +2.6% |
| 3M | +2.4% | +20.0% | -17.6% | -0.6% |
| 6M | -17.1% | +28.0% | -45.1% | -20.7% |
| YTD | -9.1% | +16.0% | -25.1% | -12.0% |
| 1Y | -23.6% | +0.7% | -24.3% | -24.6% |
| 3Y | +38.8% | +6.2% | +32.7% | +33.6% |
| 5Y | +43.0% | -28.1% | +71.1% | +42.2% |
| All | +140.9% | +97.2% | +43.7% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling