+309.1%
TMUS vs ROL
+203.4%
+105.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -0.3% | -3.4% | +3.2% | +0.8% |
| 30D | +3.1% | -6.9% | +10.1% | +5.5% |
| 3M | +2.4% | -24.6% | +27.0% | +12.1% |
| 6M | -17.1% | -39.5% | +22.5% | -2.9% |
| YTD | -9.1% | -41.1% | +32.0% | +6.8% |
| 1Y | -23.6% | -37.9% | +14.3% | -12.1% |
| 3Y | +38.8% | +0.8% | +38.0% | +34.0% |
| 5Y | +43.0% | -4.7% | +47.6% | +37.4% |
| 10Y | +309.1% | +207.9% | +101.2% | +131.3% |
| All | +309.1% | +203.4% | +105.7% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling