+238.4%
TMUS vs RL
+356.1%
-117.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +3.6% | -4.2% | +7.7% | +4.1% |
| 30D | -3.4% | +4.3% | -7.6% | -4.0% |
| 3M | -9.5% | -4.6% | -4.9% | -9.0% |
| 6M | -15.2% | +1.7% | -16.9% | -15.8% |
| YTD | -18.9% | +7.3% | -26.3% | -20.4% |
| 1Y | -17.7% | +20.8% | -38.5% | -20.7% |
| 3Y | +15.6% | +247.0% | -231.3% | -8.4% |
| 5Y | +38.9% | +225.5% | -186.6% | +8.7% |
| All | +238.4% | +356.1% | -117.7% | +147.4% |
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