+320.5%
TMUS vs RCL
+695.0%
-374.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | -5.1% | +5.2% | +1.2% |
| 30D | +5.3% | -19.0% | +24.3% | +9.8% |
| 3M | +3.1% | -9.6% | +12.7% | +4.8% |
| 6M | -16.5% | -6.7% | -9.8% | -16.4% |
| YTD | -9.2% | -3.9% | -5.2% | -10.6% |
| 1Y | -26.5% | -25.1% | -1.4% | -24.1% |
| 3Y | +39.0% | +179.1% | -140.1% | +3.7% |
| 5Y | +40.4% | +243.3% | -202.9% | -6.6% |
| 10Y | +303.7% | +325.8% | -22.1% | +104.7% |
| All | +320.5% | +695.0% | -374.5% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling