+215.6%
RSP vs TMUS
+260.7%
-45.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.9% | +1.0% |
| 7D | +0.4% | +5.3% | -4.9% | -1.1% |
| 30D | +3.7% | +13.5% | -9.8% | -0.4% |
| 3M | +0.8% | -4.2% | +5.0% | +1.2% |
| 6M | +9.1% | -11.9% | +21.0% | +11.7% |
| YTD | +16.7% | -15.6% | +32.3% | +20.4% |
| 1Y | +19.7% | -16.8% | +36.5% | +23.9% |
| 3Y | +66.7% | +20.8% | +45.9% | +46.0% |
| 5Y | +48.7% | +48.0% | +0.7% | +18.7% |
| 10Y | +215.6% | +234.7% | -19.2% | +92.8% |
| All | +215.6% | +260.7% | -45.2% | +92.8% |
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