+14.6%
TMUS vs ROIV
+290.8%
-276.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +0.6% |
| 7D | +9.0% | -2.4% | +11.4% | +8.9% |
| 30D | -3.2% | +3.1% | -6.3% | -2.9% |
| 3M | -6.9% | +5.8% | -12.7% | -6.3% |
| 6M | -16.4% | +29.3% | -45.7% | -15.2% |
| YTD | -19.6% | +68.8% | -88.4% | -18.4% |
| 1Y | -19.9% | +81.0% | -100.9% | -19.0% |
| All | +14.6% | +290.8% | -276.2% | +10.1% |
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