+267.1%
RTX vs TMUS
+241.8%
+25.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -1.7% | +9.5% | -11.2% | -4.3% |
| 30D | +7.7% | +13.8% | -6.1% | +3.6% |
| 3M | -10.3% | -4.6% | -5.8% | -9.8% |
| 6M | +14.6% | -11.7% | +26.3% | +16.9% |
| YTD | +10.4% | -15.4% | +25.8% | +13.4% |
| 1Y | +13.5% | -16.1% | +29.7% | +16.8% |
| 3Y | +158.6% | +20.5% | +138.1% | +124.9% |
| 5Y | +147.3% | +48.7% | +98.5% | +94.7% |
| All | +267.1% | +241.8% | +25.3% | +120.8% |
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