+296.2%
TMUS vs DTE
+600.2%
-304.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | +3.2% | +3.3% | +4.8% |
| 30D | +11.3% | +8.5% | +2.8% | +6.6% |
| 3M | -2.9% | +1.3% | -4.2% | -3.6% |
| 6M | -10.5% | -0.7% | -9.8% | -10.3% |
| YTD | -14.4% | +10.6% | -25.0% | -19.3% |
| 1Y | -17.9% | +2.6% | -20.5% | -19.5% |
| 3Y | +21.9% | +56.5% | -34.7% | -5.9% |
| 5Y | +52.1% | +46.7% | +5.4% | +19.6% |
| 10Y | +242.4% | +150.4% | +92.0% | +79.1% |
| All | +296.2% | +600.2% | -304.1% | -0.4% |
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 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