+28.8%
RBLX vs TMUS
+21.2%
+7.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -3.0% |
| 7D | +1.2% | +4.9% | -3.7% | +1.7% |
| 30D | +5.0% | +7.7% | -2.7% | +6.3% |
| 3M | +31.5% | -6.8% | +38.3% | +32.3% |
| 6M | +18.9% | -9.7% | +28.6% | +19.4% |
| YTD | -38.4% | -15.0% | -23.5% | -38.3% |
| 1Y | -50.7% | -19.1% | -31.6% | -50.4% |
| 3Y | +28.8% | +21.4% | +7.4% | +46.1% |
| All | +28.8% | +21.2% | +7.6% | +46.1% |
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