+42.4%
TMUS vs RGTI
+56.1%
-13.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -5.8% | -0.1% | -5.6% | -5.8% |
| 30D | -0.2% | -16.2% | +16.0% | -0.2% |
| 3M | -4.0% | -22.0% | +18.1% | -3.9% |
| 6M | -18.1% | -10.8% | -7.3% | -18.1% |
| YTD | -11.3% | -31.6% | +20.2% | -11.2% |
| 1Y | -24.7% | -6.4% | -18.4% | -25.1% |
| 3Y | +35.4% | +665.7% | -630.3% | +25.5% |
| 5Y | +42.4% | +55.6% | -13.2% | +31.9% |
| All | +42.4% | +56.1% | -13.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 5y: compounded portfolio wealth divided by compounded RGTI 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…
5y analysis · Full analysis span regression · 6 months rolling