+42.0%
TMUS vs ROP
-13.6%
+55.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -2.3% |
| 7D | +0.1% | -4.4% | +4.5% | +1.6% |
| 30D | +5.3% | +3.2% | +2.0% | +4.1% |
| 3M | +3.1% | +23.1% | -19.9% | -3.9% |
| 6M | -16.5% | +13.3% | -29.8% | -20.1% |
| YTD | -9.2% | -7.9% | -1.3% | -6.0% |
| 1Y | -26.5% | -22.1% | -4.4% | -18.5% |
| 3Y | +39.0% | -16.8% | +55.8% | +47.7% |
| All | +42.0% | -13.6% | +55.6% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling