+211.0%
RSP vs TMUS
+244.6%
-33.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.4% | +4.9% | -2.5% | +0.9% |
| 30D | +4.3% | +7.7% | -3.4% | +1.7% |
| 3M | -0.3% | -6.8% | +6.5% | +1.0% |
| 6M | +9.8% | -9.7% | +19.5% | +11.6% |
| YTD | +16.8% | -15.0% | +31.8% | +20.2% |
| 1Y | +19.5% | -19.1% | +38.6% | +25.0% |
| 3Y | +65.1% | +21.4% | +43.7% | +44.4% |
| 5Y | +48.7% | +51.2% | -2.5% | +17.8% |
| All | +211.0% | +244.6% | -33.6% | +89.2% |
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