+35.1%
TMUS vs ROIV
+280.9%
-245.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.6% |
| 7D | +6.5% | +9.2% | -2.7% | +6.3% |
| 30D | +11.3% | +19.9% | -8.7% | +10.8% |
| 3M | -2.9% | +10.6% | -13.5% | -3.2% |
| 6M | -10.5% | +36.1% | -46.6% | -11.4% |
| YTD | -14.4% | +84.3% | -98.7% | -16.4% |
| 1Y | -17.9% | +87.6% | -105.5% | -19.9% |
| 3Y | +21.9% | +353.9% | -332.1% | +13.2% |
| 5Y | +52.1% | +376.1% | -323.9% | +33.8% |
| All | +35.1% | +280.9% | -245.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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