+644.3%
RTX vs TMUS
+359.0%
+285.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -9.4% | +5.3% | -14.6% | -10.4% |
| 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% | +11.7% |
| 1Y | +28.4% | -26.5% | +54.9% | +35.1% |
| 3Y | +147.1% | +39.0% | +108.0% | +125.3% |
| 5Y | +167.2% | +40.4% | +126.9% | +141.4% |
| 10Y | +274.7% | +303.7% | -29.0% | +174.5% |
| All | +644.3% | +359.0% | +285.3% | +340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling