+39.5%
TMUS vs ROIV
+200.3%
-160.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.4% |
| 7D | +0.1% | +0.6% | -0.6% | +0.1% |
| 30D | +5.3% | +1.0% | +4.3% | +5.3% |
| 3M | +3.1% | +18.3% | -15.2% | +3.6% |
| 6M | -16.5% | +18.3% | -34.8% | -15.9% |
| YTD | -9.2% | +61.0% | -70.1% | -8.7% |
| 1Y | -26.5% | +177.9% | -204.4% | -27.7% |
| All | +39.5% | +200.3% | -160.9% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling