+64.1%
TMUS vs RKT
+0.4%
+63.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.3% | +4.1% |
| 7D | +5.3% | +10.3% | -5.0% | +4.9% |
| 30D | +13.5% | +32.3% | -18.8% | +12.2% |
| 3M | -4.2% | +10.7% | -15.0% | -4.7% |
| 6M | -11.9% | -3.2% | -8.7% | -12.1% |
| YTD | -15.6% | -21.5% | +6.0% | -15.3% |
| 1Y | -16.8% | -6.0% | -10.8% | -17.3% |
| 3Y | +20.8% | +104.2% | -83.4% | +12.9% |
| 5Y | +48.0% | +2.5% | +45.6% | +40.1% |
| All | +64.1% | +0.4% | +63.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling