+237.8%
TMUS vs RSG
+452.6%
-214.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | +2.5% | +2.4% | +3.5% |
| 30D | +7.7% | +12.7% | -5.0% | +1.0% |
| 3M | -6.8% | +17.9% | -24.7% | -14.6% |
| 6M | -9.7% | +25.0% | -34.7% | -20.0% |
| YTD | -15.0% | +20.8% | -35.8% | -23.4% |
| 1Y | -19.1% | +24.3% | -43.4% | -28.3% |
| 3Y | +21.4% | +65.3% | -43.8% | -8.4% |
| 5Y | +51.2% | +99.1% | -47.9% | +1.4% |
| All | +237.8% | +452.6% | -214.8% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling