+240.8%
TMUS vs RL
+369.1%
-128.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +9.5% | +1.3% | +8.2% | +9.2% |
| 30D | +13.8% | +7.6% | +6.2% | +12.5% |
| 3M | -4.6% | -1.5% | -3.1% | -4.5% |
| 6M | -11.7% | +12.1% | -23.8% | -13.4% |
| YTD | -15.4% | +13.9% | -29.3% | -17.6% |
| 1Y | -16.1% | +20.7% | -36.8% | -19.1% |
| 3Y | +20.5% | +260.6% | -240.1% | -5.0% |
| 5Y | +48.7% | +248.9% | -200.1% | +15.3% |
| 10Y | +240.8% | +355.9% | -115.1% | +151.6% |
| All | +240.8% | +369.1% | -128.3% | +151.6% |
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