+317.5%
TMUS vs RSG
+428.9%
-111.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +3.5% | +4.0% | -0.4% | +1.4% |
| 3M | -1.3% | +7.4% | -8.7% | -5.1% |
| 6M | -13.6% | +0.1% | -13.7% | -13.9% |
| YTD | -8.8% | +6.0% | -14.8% | -12.0% |
| 1Y | -22.9% | -3.0% | -19.9% | -22.0% |
| 3Y | +36.7% | +56.5% | -19.8% | +5.7% |
| 5Y | +46.6% | +90.9% | -44.3% | -0.8% |
| All | +317.5% | +428.9% | -111.4% | +41.5% |
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