+215.7%
RSP vs TMUS
+248.1%
-32.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -0.3% | +8.2% | -8.5% | -2.6% |
| 30D | +4.4% | +13.4% | -8.9% | +0.3% |
| 3M | +1.3% | -3.0% | +4.3% | +1.4% |
| 6M | +10.0% | -8.8% | +18.8% | +11.4% |
| YTD | +17.6% | -13.8% | +31.5% | +20.6% |
| 1Y | +19.2% | -17.1% | +36.3% | +23.7% |
| 3Y | +66.0% | +22.7% | +43.4% | +44.8% |
| 5Y | +50.4% | +52.8% | -2.4% | +18.8% |
| 10Y | +215.7% | +244.6% | -29.0% | +91.0% |
| All | +215.7% | +248.1% | -32.4% | +91.0% |
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