+619.6%
RIOT vs TMUS
+244.6%
+375.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +4.8% | +4.9% | -0.1% | +2.7% |
| 30D | +16.0% | +7.7% | +8.3% | +11.3% |
| 3M | -8.8% | -6.8% | -2.0% | -7.9% |
| 6M | -29.7% | -9.7% | -20.0% | -29.7% |
| YTD | +38.3% | -15.0% | +53.2% | +38.1% |
| 1Y | +26.2% | -19.1% | +45.3% | +29.8% |
| 3Y | +79.0% | +21.4% | +57.5% | +27.4% |
| 5Y | -60.4% | +51.2% | -111.5% | -75.1% |
| All | +619.6% | +244.6% | +375.0% | +311.1% |
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 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