+305.7%
TMUS vs RRX
+216.7%
+89.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -5.8% | -3.7% | -2.0% | -5.2% |
| 30D | -0.2% | -9.3% | +9.1% | +1.1% |
| 3M | -4.0% | -21.8% | +17.8% | -1.4% |
| 6M | -18.1% | -22.0% | +3.9% | -16.7% |
| YTD | -11.3% | +11.9% | -23.3% | -16.2% |
| 1Y | -24.7% | +11.6% | -36.4% | -29.3% |
| 3Y | +35.4% | +2.2% | +33.2% | +24.0% |
| 5Y | +42.4% | +14.9% | +27.6% | +21.0% |
| All | +305.7% | +216.7% | +89.0% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling