+320.5%
TMUS vs RRC
+26.6%
+293.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +5.3% | +10.1% | -4.9% | +3.7% |
| 3M | +3.1% | +4.0% | -0.9% | +2.4% |
| 6M | -16.5% | +1.6% | -18.0% | -16.9% |
| YTD | -9.2% | +19.7% | -28.9% | -11.9% |
| 1Y | -26.5% | +21.4% | -47.9% | -29.1% |
| 3Y | +39.0% | +29.7% | +9.4% | +30.1% |
| 5Y | +40.4% | +153.9% | -113.5% | +12.1% |
| 10Y | +303.7% | +10.8% | +292.9% | +239.1% |
| All | +320.5% | +26.6% | +293.8% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling