+22.2%
TMUS vs RRC
+58.8%
-36.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.5% | +2.5% | +4.0% | +6.4% |
| 30D | +11.3% | +21.1% | -9.9% | +10.4% |
| 3M | -2.9% | +28.4% | -31.3% | -3.9% |
| 6M | -10.5% | +26.5% | -37.0% | -11.4% |
| YTD | -14.4% | +47.0% | -61.4% | -15.4% |
| 1Y | -17.9% | +35.2% | -53.1% | -18.8% |
| All | +22.2% | +58.8% | -36.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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