-21.2%
TMUS vs RSG
+19.5%
-40.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.5% |
| 7D | +7.5% | +5.1% | +2.3% | +4.7% |
| 30D | -3.3% | +15.3% | -18.6% | -10.1% |
| 3M | -9.7% | +18.6% | -28.2% | -17.0% |
| 6M | -17.2% | +19.5% | -36.8% | -24.0% |
| YTD | -20.3% | +17.2% | -37.5% | -27.1% |
| 1Y | -21.2% | +19.6% | -40.8% | -28.1% |
| All | -21.2% | +19.5% | -40.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling