+275.3%
TMUS vs ROP
+870.4%
-595.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.4% |
| 7D | +3.6% | +2.1% | +1.4% | +2.4% |
| 30D | -3.4% | +32.9% | -36.3% | -16.5% |
| 3M | -9.5% | +20.0% | -29.5% | -17.9% |
| 6M | -15.2% | +36.4% | -51.6% | -28.6% |
| YTD | -18.9% | +7.8% | -26.8% | -23.8% |
| 1Y | -17.7% | +8.0% | -25.7% | -22.8% |
| 3Y | +15.6% | -3.5% | +19.1% | +13.1% |
| 5Y | +38.9% | +1.5% | +37.4% | +30.4% |
| 10Y | +245.3% | +198.5% | +46.8% | +65.9% |
| All | +275.3% | +870.4% | -595.2% | -11.4% |
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 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