+320.5%
TMUS vs RSG
+1,070.1%
-749.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.9% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +5.3% | +7.6% | -2.3% | +1.1% |
| 3M | +3.1% | +7.4% | -4.3% | -0.9% |
| 6M | -16.5% | -3.3% | -13.2% | -15.3% |
| YTD | -9.2% | +6.0% | -15.2% | -12.4% |
| 1Y | -26.5% | -3.7% | -22.8% | -25.4% |
| 3Y | +39.0% | +59.1% | -20.1% | +6.3% |
| 5Y | +40.4% | +89.0% | -48.7% | -4.2% |
| 10Y | +303.7% | +412.5% | -108.8% | +55.9% |
| All | +320.5% | +1,070.1% | -749.6% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling