+502.2%
RIOT vs TMUS
+319.1%
+183.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.3% |
| 7D | +18.4% | -5.3% | +23.8% | +21.6% |
| 30D | +13.8% | +0.1% | +13.7% | +13.1% |
| 3M | -12.7% | -0.6% | -12.1% | -15.2% |
| 6M | +50.1% | -17.5% | +67.7% | +59.9% |
| YTD | +74.2% | -11.3% | +85.4% | +73.9% |
| 1Y | +45.1% | -25.4% | +70.5% | +60.5% |
| 3Y | +101.6% | +35.5% | +66.0% | +37.0% |
| 5Y | -29.6% | +41.9% | -71.5% | -52.7% |
| All | +502.2% | +319.1% | +183.0% | +123.4% |
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