-26.5%
TMUS vs RDW
+24.9%
-51.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.4% |
| 7D | +0.1% | -3.1% | +3.2% | -0.1% |
| 30D | +5.3% | -1.8% | +7.0% | +5.3% |
| 3M | +3.1% | -50.9% | +54.0% | +0.7% |
| 6M | -16.5% | +13.5% | -29.9% | -13.8% |
| YTD | -9.2% | +38.6% | -47.7% | -6.0% |
| 1Y | -26.5% | +28.3% | -54.7% | -24.4% |
| All | -26.5% | +24.9% | -51.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling