+632.4%
RIOT vs TMUS
+246.8%
+385.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +20.8% | +6.5% | +14.3% | +17.6% |
| 30D | +7.0% | +11.3% | -4.3% | +0.9% |
| 3M | -12.3% | -2.9% | -9.4% | -13.3% |
| 6M | -27.3% | -10.5% | -16.7% | -26.9% |
| YTD | +40.7% | -14.4% | +55.1% | +40.1% |
| 1Y | +15.3% | -17.9% | +33.2% | +17.4% |
| 3Y | +72.1% | +21.9% | +50.2% | +22.5% |
| 5Y | -59.7% | +52.1% | -111.8% | -74.7% |
| All | +632.4% | +246.8% | +385.6% | +317.2% |
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