+293.7%
TMUS vs DTE
+602.9%
-309.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.9% | +3.4% | +1.5% | +3.1% |
| 30D | +7.7% | +8.9% | -1.2% | +3.0% |
| 3M | -6.8% | +1.1% | -7.8% | -7.4% |
| 6M | -9.7% | +0.1% | -9.8% | -9.9% |
| YTD | -15.0% | +11.1% | -26.0% | -20.0% |
| 1Y | -19.1% | +4.9% | -24.1% | -21.6% |
| 3Y | +21.4% | +58.6% | -37.1% | -6.9% |
| 5Y | +51.2% | +47.3% | +3.9% | +18.6% |
| 10Y | +240.2% | +151.3% | +88.9% | +77.6% |
| All | +293.7% | +602.9% | -309.2% | -1.2% |
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