+267.0%
RTX vs TMUS
+238.1%
+28.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -5.1% | +3.6% | -8.7% | -6.1% |
| 30D | +5.1% | -3.4% | +8.5% | +5.5% |
| 3M | -14.8% | -9.5% | -5.4% | -13.1% |
| 6M | +8.0% | -15.2% | +23.2% | +11.5% |
| YTD | +4.5% | -18.9% | +23.4% | +8.6% |
| 1Y | +9.8% | -17.7% | +27.5% | +13.4% |
| 3Y | +144.2% | +15.6% | +128.5% | +114.9% |
| 5Y | +131.4% | +38.9% | +92.5% | +86.6% |
| All | +267.0% | +238.1% | +28.9% | +125.7% |
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