+52.1%
TMUS vs RSG
+100.8%
-48.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.4% |
| 7D | +6.5% | +1.4% | +5.1% | +5.8% |
| 30D | +11.3% | +15.0% | -3.8% | +4.3% |
| 3M | -2.9% | +18.5% | -21.4% | -10.1% |
| 6M | -10.5% | +25.8% | -36.3% | -19.5% |
| YTD | -14.4% | +20.8% | -35.2% | -21.7% |
| 1Y | -17.9% | +24.8% | -42.7% | -26.0% |
| 3Y | +21.9% | +65.9% | -44.0% | -2.1% |
| 5Y | +52.1% | +99.1% | -46.9% | +12.6% |
| All | +52.1% | +100.8% | -48.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling