+240.8%
TMUS vs RCL
+381.8%
-141.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | +9.5% | +8.5% | +1.0% | +8.5% |
| 30D | +13.8% | +20.4% | -6.6% | +11.4% |
| 3M | -4.6% | +11.0% | -15.6% | -5.9% |
| 6M | -11.7% | +24.9% | -36.6% | -14.3% |
| YTD | -15.4% | +23.9% | -39.2% | -18.6% |
| 1Y | -16.1% | +30.8% | -47.0% | -20.0% |
| 3Y | +20.5% | +270.4% | -249.9% | -1.7% |
| 5Y | +48.7% | +296.1% | -247.4% | +16.1% |
| 10Y | +240.8% | +375.0% | -134.2% | +129.9% |
| All | +240.8% | +381.8% | -141.0% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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