+291.7%
TMUS vs RMBS
+287.7%
+3.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | -8.4% | +17.9% | +10.5% |
| 30D | +13.8% | -24.9% | +38.7% | +17.5% |
| 3M | -4.6% | -15.8% | +11.2% | -3.6% |
| 6M | -11.7% | -37.5% | +25.8% | -8.7% |
| YTD | -15.4% | -12.1% | -3.3% | -19.6% |
| 1Y | -16.1% | -27.0% | +10.8% | -18.3% |
| 3Y | +20.5% | +28.8% | -8.4% | -1.5% |
| 5Y | +48.7% | +236.2% | -187.5% | -3.7% |
| 10Y | +240.8% | +546.6% | -305.8% | +85.5% |
| All | +291.7% | +287.7% | +3.9% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling