+55.9%
RBLX vs TMUS
+34.9%
+21.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | +8.0% | -5.3% | +13.3% | +7.8% |
| 30D | +20.2% | +0.1% | +20.1% | +20.1% |
| 3M | +3.5% | -0.6% | +4.1% | +3.6% |
| 6M | -28.9% | -17.5% | -11.4% | -29.5% |
| YTD | -45.1% | -11.3% | -33.8% | -45.3% |
| 1Y | -66.2% | -25.4% | -40.8% | -65.9% |
| All | +55.9% | +34.9% | +21.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 3y: compounded portfolio wealth divided by compounded TMUS 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…
3y analysis · Full analysis span regression · 6 months rolling