+37.7%
TMUS vs ROIV
+369.5%
-331.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.0% |
| 7D | +9.0% | -2.4% | +11.4% | +9.1% |
| 30D | -3.2% | +3.1% | -6.3% | -3.3% |
| 3M | -6.9% | +5.8% | -12.7% | -7.1% |
| 6M | -16.4% | +29.3% | -45.7% | -17.3% |
| YTD | -19.6% | +68.8% | -88.4% | -21.5% |
| 1Y | -19.9% | +81.0% | -100.9% | -22.1% |
| 3Y | +14.5% | +294.6% | -280.1% | +6.4% |
| 5Y | +37.7% | +373.1% | -335.4% | +19.4% |
| All | +37.7% | +369.5% | -331.8% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling