+238.5%
TMUS vs RVTY
+221.3%
+17.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +9.5% | -2.7% | +12.2% | +9.9% |
| 30D | +13.8% | +3.2% | +10.6% | +12.9% |
| 3M | -4.6% | +37.2% | -41.8% | -10.0% |
| 6M | -11.7% | +57.7% | -69.4% | -19.0% |
| YTD | -15.4% | +64.8% | -80.2% | -23.8% |
| 1Y | -16.1% | +72.8% | -89.0% | -25.4% |
| 3Y | +20.5% | +89.8% | -69.3% | +0.3% |
| 5Y | +48.7% | -8.4% | +57.2% | +49.1% |
| All | +238.5% | +221.3% | +17.2% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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