+275.3%
TMUS vs RBA
+584.7%
-309.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +3.6% | +4.3% | -0.7% | +2.3% |
| 30D | -3.4% | +16.3% | -19.7% | -7.6% |
| 3M | -9.5% | +1.3% | -10.8% | -10.1% |
| 6M | -15.2% | -11.1% | -4.1% | -13.1% |
| YTD | -18.9% | -8.5% | -10.5% | -18.6% |
| 1Y | -17.7% | -2.1% | -15.6% | -19.1% |
| 3Y | +15.6% | +44.6% | -28.9% | -1.3% |
| 5Y | +38.9% | +36.8% | +2.1% | +16.9% |
| 10Y | +245.3% | +227.3% | +18.0% | +106.8% |
| All | +275.3% | +584.7% | -309.4% | +48.3% |
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