+44.9%
TMUS vs RGTI
+53.5%
-8.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | +5.3% | -9.4% | +14.7% | +5.3% |
| 3M | +3.1% | -37.1% | +40.2% | +3.3% |
| 6M | -16.5% | -14.4% | -2.0% | -16.4% |
| YTD | -9.2% | -31.4% | +22.2% | -9.0% |
| 1Y | -26.5% | +0.5% | -27.0% | -26.9% |
| 3Y | +39.0% | +726.1% | -687.1% | +28.6% |
| 5Y | +40.4% | +56.2% | -15.8% | +35.9% |
| All | +44.9% | +53.5% | -8.6% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling