-19.1%
TMUS vs RL
+15.3%
-34.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.6% |
| 7D | +4.9% | +2.6% | +2.3% | +4.8% |
| 30D | +7.7% | +2.9% | +4.8% | +7.6% |
| 3M | -6.8% | 0.0% | -6.8% | -6.9% |
| 6M | -9.7% | +17.1% | -26.8% | -8.6% |
| YTD | -15.0% | +10.1% | -25.1% | -14.3% |
| 1Y | -19.1% | +17.3% | -36.4% | -18.7% |
| All | -19.1% | +15.3% | -34.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling