+207.1%
RSP vs TMUS
+306.4%
-99.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.6% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.3% | +5.3% | -5.6% | -2.0% |
| 3M | +4.3% | +3.1% | +1.1% | +2.5% |
| 6M | +8.8% | -16.5% | +25.3% | +14.1% |
| YTD | +15.3% | -9.2% | +24.4% | +17.1% |
| 1Y | +18.3% | -26.5% | +44.8% | +29.0% |
| 3Y | +52.8% | +39.0% | +13.8% | +28.8% |
| 5Y | +51.7% | +40.4% | +11.3% | +25.7% |
| All | +207.1% | +306.4% | -99.3% | +79.1% |
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