+275.3%
TMUS vs ROL
+1,569.4%
-1,294.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | +3.6% | +9.5% | -5.9% | -0.2% |
| 30D | -3.4% | +22.9% | -26.3% | -11.0% |
| 3M | -9.5% | +3.5% | -13.0% | -11.1% |
| 6M | -15.2% | -29.4% | +14.2% | -3.4% |
| YTD | -18.9% | -36.1% | +17.1% | -4.7% |
| 1Y | -17.7% | -34.4% | +16.7% | -4.4% |
| 3Y | +15.6% | +4.0% | +11.6% | +9.8% |
| 5Y | +38.9% | +13.2% | +25.7% | +24.0% |
| 10Y | +245.3% | +219.7% | +25.6% | +84.5% |
| All | +275.3% | +1,569.4% | -1,294.1% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling