+126.8%
TMUS vs DT
+76.1%
+50.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | +6.5% | +2.7% | +3.8% | +6.1% |
| 30D | +11.3% | -30.4% | +41.6% | +16.4% |
| 3M | -2.9% | -9.4% | +6.5% | -2.4% |
| 6M | -10.5% | +14.5% | -25.0% | -13.5% |
| YTD | -14.4% | +3.6% | -18.0% | -16.5% |
| 1Y | -17.9% | -3.4% | -14.4% | -19.0% |
| 3Y | +21.9% | -11.1% | +33.0% | +19.8% |
| 5Y | +52.1% | -39.5% | +91.6% | +54.9% |
| All | +126.8% | +76.1% | +50.7% | +73.2% |
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