+38.8%
TMUS vs RMBS
+55.1%
-16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.2% |
| 7D | -0.3% | +3.0% | -3.2% | -0.1% |
| 30D | +3.1% | -14.4% | +17.5% | +2.4% |
| 3M | +2.4% | -42.8% | +45.3% | +0.4% |
| 6M | -17.1% | -1.4% | -15.7% | -16.8% |
| YTD | -9.1% | -5.4% | -3.6% | -8.9% |
| 1Y | -23.6% | +18.6% | -42.2% | -23.7% |
| 3Y | +38.8% | +57.3% | -18.4% | +36.7% |
| All | +38.8% | +55.1% | -16.3% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling