+49.6%
TMUS vs RDW
0.0%
+49.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -2.4% |
| 7D | -5.3% | +3.6% | -8.9% | -5.3% |
| 30D | +0.1% | -18.4% | +18.5% | +0.2% |
| 3M | -0.6% | -32.1% | +31.5% | -0.2% |
| 6M | -17.5% | +10.9% | -28.4% | -18.1% |
| YTD | -11.3% | +40.8% | -52.0% | -13.0% |
| 1Y | -25.4% | +31.1% | -56.5% | -27.0% |
| 3Y | +35.5% | +245.2% | -209.6% | +21.9% |
| 5Y | +41.9% | -16.7% | +58.6% | +26.7% |
| All | +49.6% | 0.0% | +49.6% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling