+15.6%
TMUS vs ROL
+3.8%
+11.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | +3.6% | +9.5% | -5.9% | +1.2% |
| 30D | -3.4% | +22.9% | -26.3% | -8.2% |
| 3M | -9.5% | +3.5% | -13.0% | -10.5% |
| 6M | -15.2% | -29.4% | +14.2% | -9.0% |
| YTD | -18.9% | -36.1% | +17.1% | -12.0% |
| 1Y | -17.7% | -34.4% | +16.7% | -11.3% |
| 3Y | +15.6% | +4.0% | +11.6% | +19.0% |
| All | +15.6% | +3.8% | +11.8% | +19.0% |
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