+273.8%
RTX vs TMUS
+260.7%
+13.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.6% | +2.4% |
| 7D | -3.2% | +5.3% | -8.5% | -4.7% |
| 30D | +5.6% | +13.5% | -8.0% | +1.6% |
| 3M | -11.7% | -4.2% | -7.5% | -11.3% |
| 6M | +12.3% | -11.9% | +24.2% | +14.7% |
| YTD | +8.2% | -15.6% | +23.8% | +11.2% |
| 1Y | +12.6% | -16.8% | +29.4% | +16.1% |
| 3Y | +152.8% | +20.8% | +132.0% | +119.7% |
| 5Y | +140.2% | +48.0% | +92.2% | +89.6% |
| 10Y | +273.8% | +234.7% | +39.0% | +127.7% |
| All | +273.8% | +260.7% | +13.1% | +127.7% |
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