+42.0%
TMUS vs DT
-27.0%
+68.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.3% |
| 7D | +0.1% | -3.3% | +3.4% | +0.4% |
| 30D | +5.3% | +2.0% | +3.2% | +4.9% |
| 3M | +3.1% | +20.0% | -16.9% | +1.0% |
| 6M | -16.5% | +39.3% | -55.7% | -19.7% |
| YTD | -9.2% | +19.8% | -28.9% | -11.3% |
| 1Y | -26.5% | +4.3% | -30.8% | -27.1% |
| 3Y | +39.0% | +7.7% | +31.3% | +35.4% |
| All | +42.0% | -27.0% | +68.9% | +35.8% |
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