+39.5%
TMUS vs ROL
-4.8%
+44.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | +5.3% | -4.1% | +9.3% | +6.2% |
| 3M | +3.1% | -22.5% | +25.6% | +9.1% |
| 6M | -16.5% | -37.7% | +21.2% | -8.1% |
| YTD | -9.2% | -39.6% | +30.4% | -0.2% |
| 1Y | -26.5% | -36.0% | +9.5% | -20.4% |
| All | +39.5% | -4.8% | +44.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling