+275.3%
TMUS vs RIO
+361.9%
-86.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.6% | +2.2% | +1.3% | +3.0% |
| 30D | -3.4% | -10.1% | +6.8% | -0.7% |
| 3M | -9.5% | -14.1% | +4.7% | -6.0% |
| 6M | -15.2% | -18.9% | +3.7% | -11.1% |
| YTD | -18.9% | +9.9% | -28.8% | -22.7% |
| 1Y | -17.7% | +27.0% | -44.7% | -24.8% |
| 3Y | +15.6% | +50.1% | -34.4% | -1.2% |
| 5Y | +38.9% | +95.3% | -56.4% | +6.4% |
| 10Y | +245.3% | +425.9% | -180.6% | +86.2% |
| All | +275.3% | +361.9% | -86.7% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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