+237.8%
TMUS vs RRX
+200.5%
+37.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +4.9% | +4.3% | +0.6% | +4.3% |
| 30D | +7.7% | +12.3% | -4.6% | +5.6% |
| 3M | -6.8% | +3.7% | -10.4% | -7.7% |
| 6M | -9.7% | -13.9% | +4.2% | -9.1% |
| YTD | -15.0% | +26.5% | -41.4% | -21.3% |
| 1Y | -19.1% | +29.3% | -48.4% | -25.7% |
| 3Y | +21.4% | +65.6% | -44.1% | -1.0% |
| 5Y | +51.2% | +10.6% | +40.5% | +33.4% |
| All | +237.8% | +200.5% | +37.3% | +94.1% |
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