+244.6%
TMUS vs RMBS
+579.1%
-334.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.5% |
| 7D | +8.2% | +3.0% | +5.2% | +7.9% |
| 30D | +13.4% | -15.5% | +28.9% | +14.2% |
| 3M | -3.0% | -11.5% | +8.4% | -2.9% |
| 6M | -8.8% | -36.5% | +27.8% | -7.2% |
| YTD | -13.8% | -7.1% | -6.7% | -17.3% |
| 1Y | -17.1% | -18.7% | +1.6% | -19.4% |
| 3Y | +22.7% | +36.2% | -13.5% | +3.9% |
| 5Y | +52.8% | +252.0% | -199.2% | -5.1% |
| 10Y | +244.6% | +561.2% | -316.6% | +55.9% |
| All | +244.6% | +579.1% | -334.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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