+317.5%
TMUS vs DTE
+137.8%
+179.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | +0.4% | -2.6% | +3.0% | +1.5% |
| 30D | +3.5% | -4.4% | +7.9% | +5.3% |
| 3M | -1.3% | -8.3% | +7.0% | +2.1% |
| 6M | -13.6% | -8.1% | -5.5% | -10.9% |
| YTD | -8.8% | +4.4% | -13.2% | -10.5% |
| 1Y | -22.9% | +0.2% | -23.0% | -23.2% |
| 3Y | +36.7% | +42.6% | -5.9% | +18.1% |
| 5Y | +46.6% | +31.5% | +15.1% | +29.9% |
| All | +317.5% | +137.8% | +179.7% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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