+41.0%
TMUS vs DT
-43.6%
+84.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +3.6% | -24.7% | +28.3% | +5.9% |
| 30D | -3.4% | -27.4% | +24.0% | -1.1% |
| 3M | -9.5% | -11.1% | +1.7% | -9.2% |
| 6M | -15.2% | +13.7% | -28.9% | -17.4% |
| YTD | -18.9% | +0.2% | -19.2% | -20.1% |
| 1Y | -17.7% | -5.7% | -12.0% | -18.3% |
| 3Y | +15.6% | -8.1% | +23.8% | +13.5% |
| All | +41.0% | -43.6% | +84.6% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling