+309.1%
TMUS vs ROP
+134.1%
+175.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +1.2% |
| 7D | -0.3% | -5.4% | +5.2% | +2.0% |
| 30D | +3.1% | -1.6% | +4.8% | +3.7% |
| 3M | +2.4% | +18.8% | -16.4% | -4.9% |
| 6M | -17.1% | +8.2% | -25.3% | -20.3% |
| YTD | -9.1% | -10.5% | +1.4% | -5.7% |
| 1Y | -23.6% | -23.7% | +0.1% | -15.2% |
| 3Y | +38.8% | -17.9% | +56.7% | +47.3% |
| 5Y | +43.0% | -15.3% | +58.3% | +47.6% |
| 10Y | +309.1% | +133.4% | +175.7% | +165.4% |
| All | +309.1% | +134.1% | +175.0% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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