+320.5%
TMUS vs RMBS
+310.3%
+10.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +5.3% | -12.2% | +17.4% | +7.0% |
| 3M | +3.1% | -49.5% | +52.7% | +12.2% |
| 6M | -16.5% | -7.1% | -9.3% | -19.1% |
| YTD | -9.2% | -7.0% | -2.2% | -13.4% |
| 1Y | -26.5% | +13.3% | -39.8% | -33.5% |
| 3Y | +39.0% | +49.2% | -10.2% | +11.5% |
| 5Y | +40.4% | +250.0% | -209.6% | -8.5% |
| 10Y | +303.7% | +495.1% | -191.4% | +126.4% |
| All | +320.5% | +310.3% | +10.2% | +53.6% |
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