+38.8%
TMUS vs RL
+211.8%
-173.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -0.3% | +1.9% | -2.1% | -0.3% |
| 30D | +3.1% | -12.2% | +15.3% | +3.7% |
| 3M | +2.4% | -6.6% | +9.1% | +2.8% |
| 6M | -17.1% | +3.2% | -20.2% | -17.0% |
| YTD | -9.1% | -1.3% | -7.8% | -9.0% |
| 1Y | -23.6% | +13.6% | -37.2% | -24.1% |
| 3Y | +38.8% | +210.9% | -172.0% | +28.6% |
| All | +38.8% | +211.8% | -173.0% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling