+317.8%
TMUS vs RMBS
+557.5%
-239.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -5.3% | +3.5% | -8.8% | -5.5% |
| 30D | +0.1% | -8.6% | +8.7% | +0.6% |
| 3M | -0.6% | -40.3% | +39.7% | +2.8% |
| 6M | -17.5% | -1.0% | -16.6% | -20.0% |
| YTD | -11.3% | -4.6% | -6.6% | -14.6% |
| 1Y | -25.4% | +17.6% | -43.0% | -31.3% |
| 3Y | +35.5% | +58.6% | -23.1% | +10.9% |
| 5Y | +41.9% | +270.9% | -229.0% | -12.8% |
| 10Y | +317.8% | +569.1% | -251.3% | +88.8% |
| All | +317.8% | +557.5% | -239.7% | +88.8% |
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