+140.7%
TMUS vs DT
+103.5%
+37.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.2% |
| 7D | +0.1% | -3.3% | +3.4% | +0.5% |
| 30D | +5.3% | +2.0% | +3.2% | +4.8% |
| 3M | +3.1% | +20.0% | -16.9% | +0.1% |
| 6M | -16.5% | +39.3% | -55.7% | -21.1% |
| YTD | -9.2% | +19.8% | -28.9% | -12.5% |
| 1Y | -26.5% | +4.3% | -30.8% | -27.7% |
| 3Y | +39.0% | +7.7% | +31.3% | +33.6% |
| 5Y | +40.4% | -26.8% | +67.2% | +39.4% |
| All | +140.7% | +103.5% | +37.2% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling