+320.5%
TMUS vs RRX
+393.6%
-73.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | +3.4% | -3.4% | -1.0% |
| 30D | +5.3% | -11.1% | +16.4% | +9.1% |
| 3M | +3.1% | -23.7% | +26.9% | +9.9% |
| 6M | -16.5% | -22.0% | +5.5% | -13.5% |
| YTD | -9.2% | +16.5% | -25.6% | -19.3% |
| 1Y | -26.5% | +11.5% | -38.0% | -34.5% |
| 3Y | +39.0% | +1.5% | +37.5% | +17.4% |
| 5Y | +40.4% | +18.3% | +22.1% | +4.4% |
| 10Y | +303.7% | +209.8% | +93.9% | +68.0% |
| All | +320.5% | +393.6% | -73.1% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling