+36.7%
TMUS vs RDW
+241.5%
-204.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +2.9% |
| 7D | +0.4% | +0.9% | -0.4% | +0.5% |
| 30D | +3.5% | -21.3% | +24.8% | +3.3% |
| 3M | -1.3% | -37.9% | +36.5% | -1.3% |
| 6M | -13.6% | +12.3% | -25.9% | -13.5% |
| YTD | -8.8% | +39.7% | -48.5% | -9.4% |
| 1Y | -22.9% | +25.7% | -48.6% | -23.5% |
| 3Y | +36.7% | +230.8% | -194.1% | +24.1% |
| All | +36.7% | +241.5% | -204.8% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling