+234.7%
TMUS vs RL
+397.7%
-162.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.7% | +3.3% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +13.5% | +7.3% | +6.2% | +12.3% |
| 3M | -4.2% | +1.0% | -5.3% | -4.6% |
| 6M | -11.9% | +11.8% | -23.7% | -13.6% |
| YTD | -15.6% | +13.6% | -29.2% | -17.8% |
| 1Y | -16.8% | +24.0% | -40.8% | -20.1% |
| 3Y | +20.8% | +256.6% | -235.8% | -4.4% |
| 5Y | +48.0% | +240.2% | -192.2% | +15.4% |
| 10Y | +234.7% | +373.0% | -138.2% | +142.1% |
| All | +234.7% | +397.7% | -162.9% | +142.1% |
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