+212.8%
RDDT vs TMUS
+17.7%
+195.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +2.2% |
| 7D | +2.1% | +0.4% | +1.7% | +2.2% |
| 30D | +2.8% | +3.5% | -0.7% | +3.7% |
| 3M | -8.9% | -1.3% | -7.6% | -9.5% |
| 6M | +15.1% | -13.6% | +28.7% | +10.8% |
| YTD | -31.4% | -8.8% | -22.6% | -32.6% |
| 1Y | -39.4% | -22.9% | -16.6% | -42.7% |
| All | +212.8% | +17.7% | +195.1% | +316.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling