+308.5%
TMUS vs RL
+314.9%
-6.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +5.3% | -7.8% | +13.0% | +6.4% |
| 3M | +3.1% | -4.0% | +7.1% | +3.6% |
| 6M | -16.5% | -1.9% | -14.6% | -16.7% |
| YTD | -9.2% | -0.2% | -9.0% | -9.8% |
| 1Y | -26.5% | +10.7% | -37.2% | -28.3% |
| 3Y | +39.0% | +210.8% | -171.7% | +11.6% |
| 5Y | +40.4% | +238.2% | -197.9% | +8.4% |
| All | +308.5% | +314.9% | -6.3% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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