+237.8%
TMUS vs RL
+337.1%
-99.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | +4.9% | +2.6% | +2.3% | +4.5% |
| 30D | +7.7% | +2.9% | +4.8% | +7.2% |
| 3M | -6.8% | 0.0% | -6.8% | -7.0% |
| 6M | -9.7% | +17.1% | -26.8% | -12.0% |
| YTD | -15.0% | +10.1% | -25.1% | -16.8% |
| 1Y | -19.1% | +17.3% | -36.4% | -21.7% |
| 3Y | +21.4% | +249.3% | -227.9% | -3.8% |
| 5Y | +51.2% | +240.9% | -189.7% | +17.6% |
| All | +237.8% | +337.1% | -99.3% | +157.6% |
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