+42.0%
TMUS vs ROIV
+250.7%
-208.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.5% |
| 7D | +0.1% | +0.6% | -0.6% | +0.1% |
| 30D | +5.3% | +1.0% | +4.3% | +5.2% |
| 3M | +3.1% | +18.3% | -15.2% | +2.5% |
| 6M | -16.5% | +18.3% | -34.8% | -17.0% |
| YTD | -9.2% | +61.0% | -70.1% | -10.9% |
| 1Y | -26.5% | +177.9% | -204.4% | -29.8% |
| 3Y | +39.0% | +199.1% | -160.0% | +31.2% |
| All | +42.0% | +250.7% | -208.7% | +25.2% |
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