+100.7%
TMUS vs RVMD
+644.5%
-543.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +5.3% | +6.4% | -1.2% | +4.8% |
| 3M | +3.1% | +34.9% | -31.8% | +0.9% |
| 6M | -16.5% | +107.6% | -124.0% | -21.3% |
| YTD | -9.2% | +163.7% | -172.8% | -16.6% |
| 1Y | -26.5% | +439.2% | -465.7% | -36.7% |
| 3Y | +39.0% | +499.2% | -460.2% | +15.1% |
| 5Y | +40.4% | +621.7% | -581.3% | +8.7% |
| All | +100.7% | +644.5% | -543.8% | +46.0% |
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