+48.7%
TMUS vs RMBS
+240.0%
-191.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | -8.4% | +17.9% | +9.3% |
| 30D | +13.8% | -24.9% | +38.7% | +13.2% |
| 3M | -4.6% | -15.8% | +11.2% | -4.8% |
| 6M | -11.7% | -37.5% | +25.8% | -11.9% |
| YTD | -15.4% | -12.1% | -3.3% | -16.4% |
| 1Y | -16.1% | -27.0% | +10.8% | -16.7% |
| 3Y | +20.5% | +28.8% | -8.4% | +13.2% |
| 5Y | +48.7% | +236.2% | -187.5% | +9.3% |
| All | +48.7% | +240.0% | -191.3% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling