+51.8%
TMUS vs DTE
+46.4%
+5.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.9% | +3.4% | +1.5% | +3.5% |
| 30D | +7.7% | +8.9% | -1.2% | +4.1% |
| 3M | -6.8% | +1.1% | -7.8% | -7.2% |
| 6M | -9.7% | +0.1% | -9.8% | -9.8% |
| YTD | -15.0% | +11.1% | -26.0% | -18.7% |
| 1Y | -19.1% | +4.9% | -24.1% | -20.9% |
| 3Y | +21.4% | +58.6% | -37.1% | +1.8% |
| All | +51.8% | +46.4% | +5.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling