-16.5%
TMUS vs ROK
+8.6%
-25.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.2% |
| 7D | +0.1% | +0.7% | -0.6% | +0.2% |
| 30D | +5.3% | -3.3% | +8.6% | +4.5% |
| 3M | +3.1% | -5.9% | +9.0% | +1.9% |
| 6M | -16.5% | +13.9% | -30.3% | -15.0% |
| All | -16.5% | +8.6% | -25.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 6mo: compounded portfolio wealth divided by compounded ROK 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…
6mo analysis · Full analysis span regression · 6 months rolling