+52.8%
TMUS vs RL
+243.0%
-190.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | +8.2% | -4.4% | +12.5% | +8.6% |
| 30D | +13.4% | +5.6% | +7.8% | +12.6% |
| 3M | -3.0% | -0.6% | -2.4% | -3.1% |
| 6M | -8.8% | +15.5% | -24.2% | -10.5% |
| YTD | -13.8% | +12.3% | -26.2% | -15.5% |
| 1Y | -17.1% | +19.3% | -36.4% | -19.4% |
| 3Y | +22.7% | +255.5% | -232.9% | -3.7% |
| 5Y | +52.8% | +247.1% | -194.2% | +15.8% |
| All | +52.8% | +243.0% | -190.2% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling