+320.5%
TMUS vs DTE
+578.3%
-257.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.1% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +5.3% | -2.6% | +7.8% | +6.6% |
| 3M | +3.1% | -3.9% | +7.0% | +5.2% |
| 6M | -16.5% | -7.9% | -8.5% | -13.0% |
| YTD | -9.2% | +7.2% | -16.3% | -12.9% |
| 1Y | -26.5% | +3.1% | -29.6% | -28.1% |
| 3Y | +39.0% | +47.6% | -8.6% | +10.6% |
| 5Y | +40.4% | +32.7% | +7.7% | +16.6% |
| 10Y | +303.7% | +138.8% | +165.0% | +116.6% |
| All | +320.5% | +578.3% | -257.9% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling