+20.8%
TMUS vs RPRX
+166.4%
-145.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +2.0% | +4.1% |
| 7D | +5.3% | +3.4% | +2.0% | +5.3% |
| 30D | +13.5% | +20.8% | -7.2% | +13.3% |
| 3M | -4.2% | +21.6% | -25.9% | -4.4% |
| 6M | -11.9% | +36.5% | -48.4% | -12.4% |
| YTD | -15.6% | +80.4% | -96.0% | -17.1% |
| 1Y | -16.8% | +81.8% | -98.6% | -18.3% |
| 3Y | +20.8% | +170.9% | -150.1% | +17.9% |
| All | +20.8% | +166.4% | -145.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 3y: compounded portfolio wealth divided by compounded RPRX 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…
3y analysis · Full analysis span regression · 6 months rolling