+64.7%
RSP vs TMUS
+20.7%
+44.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +0.7% | +9.5% | -8.8% | 0.0% |
| 30D | +3.7% | +13.8% | -10.1% | +2.6% |
| 3M | +0.7% | -4.6% | +5.2% | +0.9% |
| 6M | +9.0% | -11.7% | +20.7% | +10.0% |
| YTD | +16.7% | -15.4% | +32.1% | +18.0% |
| 1Y | +19.0% | -16.1% | +35.1% | +20.4% |
| 3Y | +64.7% | +20.5% | +44.3% | +58.2% |
| All | +64.7% | +20.7% | +44.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling