+52.1%
TMUS vs RRX
+14.2%
+38.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +6.5% | +12.6% | -6.1% | +6.4% |
| 30D | +11.3% | +10.6% | +0.7% | +11.2% |
| 3M | -2.9% | +4.6% | -7.5% | -2.9% |
| 6M | -10.5% | -13.6% | +3.1% | -10.3% |
| YTD | -14.4% | +29.4% | -43.8% | -16.3% |
| 1Y | -17.9% | +31.9% | -49.8% | -19.9% |
| 3Y | +21.9% | +68.3% | -46.4% | +11.8% |
| 5Y | +52.1% | +13.2% | +38.9% | +44.4% |
| All | +52.1% | +14.2% | +38.0% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling