+90.3%
TMUS vs RVMD
+540.6%
-450.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +2.2% |
| 7D | +8.2% | -9.5% | +17.7% | +8.7% |
| 30D | +13.4% | -6.8% | +20.2% | +13.7% |
| 3M | -3.0% | -12.1% | +9.1% | -2.5% |
| 6M | -8.8% | +25.4% | -34.1% | -10.7% |
| YTD | -13.8% | +126.9% | -140.7% | -20.3% |
| 1Y | -17.1% | +182.0% | -199.1% | -24.8% |
| 3Y | +22.7% | +816.8% | -794.1% | -2.0% |
| 5Y | +52.8% | +464.0% | -411.1% | +20.8% |
| All | +90.3% | +540.6% | -450.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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