+20.8%
TMUS vs ROIV
+351.4%
-330.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.5% | +4.4% |
| 7D | +5.3% | +13.3% | -8.0% | +6.2% |
| 30D | +13.5% | +14.8% | -1.2% | +14.6% |
| 3M | -4.2% | +11.9% | -16.2% | -3.3% |
| 6M | -11.9% | +42.4% | -54.3% | -10.0% |
| YTD | -15.6% | +87.4% | -103.0% | -13.7% |
| 1Y | -16.8% | +97.2% | -114.0% | -15.2% |
| 3Y | +20.8% | +375.7% | -354.9% | +16.8% |
| All | +20.8% | +351.4% | -330.6% | +16.8% |
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