+213.4%
RSP vs TMUS
+238.1%
-24.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -1.0% | +3.6% | -4.6% | -2.1% |
| 30D | +2.6% | -3.4% | +6.0% | +2.9% |
| 3M | -0.8% | -9.5% | +8.7% | +1.4% |
| 6M | +6.3% | -15.2% | +21.5% | +10.0% |
| YTD | +14.1% | -18.9% | +33.1% | +19.1% |
| 1Y | +18.0% | -17.7% | +35.7% | +22.3% |
| 3Y | +61.0% | +15.6% | +45.4% | +42.9% |
| 5Y | +45.6% | +38.9% | +6.7% | +18.8% |
| All | +213.4% | +238.1% | -24.8% | +92.5% |
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