+296.2%
TMUS vs ROP
+875.5%
-579.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -2.7% | +9.2% | +7.9% |
| 30D | +11.3% | +29.7% | -18.5% | -2.8% |
| 3M | -2.9% | +21.2% | -24.1% | -12.3% |
| 6M | -10.5% | +48.3% | -58.8% | -27.8% |
| YTD | -14.4% | +8.4% | -22.8% | -19.8% |
| 1Y | -17.9% | +6.0% | -23.9% | -22.2% |
| 3Y | +21.9% | -5.6% | +27.5% | +20.7% |
| 5Y | +52.1% | +1.3% | +50.9% | +43.0% |
| 10Y | +242.4% | +184.1% | +58.2% | +69.3% |
| All | +296.2% | +875.5% | -579.3% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling