+234.7%
TMUS vs RMD
+360.8%
-126.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.3% | +1.2% | +4.1% | +5.1% |
| 30D | +13.5% | +2.5% | +11.1% | +12.6% |
| 3M | -4.2% | +11.5% | -15.8% | -7.0% |
| 6M | -11.9% | +14.7% | -26.6% | -15.2% |
| YTD | -15.6% | -1.3% | -14.2% | -16.3% |
| 1Y | -16.8% | -5.3% | -11.5% | -16.8% |
| 3Y | +20.8% | +68.8% | -48.0% | +0.9% |
| 5Y | +48.0% | -5.9% | +53.9% | +42.3% |
| 10Y | +234.7% | +348.7% | -113.9% | +121.0% |
| All | +234.7% | +360.8% | -126.0% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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