+272.0%
TMUS vs RBA
+593.9%
-322.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +9.0% | +7.3% | +1.7% | +6.9% |
| 30D | -3.2% | +16.9% | -20.2% | -7.6% |
| 3M | -6.9% | -0.5% | -6.4% | -7.1% |
| 6M | -16.4% | -10.4% | -6.0% | -14.6% |
| YTD | -19.6% | -7.2% | -12.4% | -19.6% |
| 1Y | -19.9% | -2.2% | -17.7% | -21.2% |
| 3Y | +14.5% | +43.7% | -29.2% | -2.1% |
| 5Y | +37.7% | +38.7% | -1.0% | +15.5% |
| 10Y | +242.2% | +231.7% | +10.5% | +104.2% |
| All | +272.0% | +593.9% | -322.0% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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