+238.4%
TMUS vs ROL
+216.1%
+22.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.6% |
| 7D | +3.6% | +9.5% | -5.9% | +0.5% |
| 30D | -3.4% | +22.9% | -26.3% | -9.6% |
| 3M | -9.5% | +3.5% | -13.0% | -10.8% |
| 6M | -15.2% | -29.4% | +14.2% | -5.7% |
| YTD | -18.9% | -36.1% | +17.1% | -7.6% |
| 1Y | -17.7% | -34.4% | +16.7% | -7.1% |
| 3Y | +15.6% | +4.0% | +11.6% | +10.6% |
| 5Y | +38.9% | +13.2% | +25.7% | +26.0% |
| All | +238.4% | +216.1% | +22.3% | +81.5% |
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