+41.9%
TMUS vs DTE
+31.9%
+10.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +0.1% | -0.5% | +0.6% | +0.3% |
| 3M | -0.6% | -6.0% | +5.4% | +1.9% |
| 6M | -17.5% | -7.2% | -10.3% | -15.2% |
| YTD | -11.3% | +7.2% | -18.4% | -13.9% |
| 1Y | -25.4% | +4.1% | -29.4% | -26.8% |
| 3Y | +35.5% | +46.9% | -11.3% | +16.5% |
| 5Y | +41.9% | +32.9% | +9.0% | +26.1% |
| All | +41.9% | +31.9% | +10.0% | +26.1% |
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