+169.3%
RTX vs TMUS
+40.3%
+129.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -9.4% | +5.3% | -14.6% | -10.1% |
| 3M | +12.3% | +3.1% | +9.2% | +10.9% |
| 6M | -3.1% | -16.5% | +13.3% | -0.4% |
| YTD | +10.7% | -9.2% | +19.8% | +11.6% |
| 1Y | +28.4% | -26.5% | +54.9% | +35.9% |
| 3Y | +147.1% | +39.0% | +108.0% | +111.9% |
| All | +169.3% | +40.3% | +129.1% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling