+309.1%
TMUS vs RVTY
+140.1%
+169.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +3.1% | +10.8% | -7.7% | +1.2% |
| 3M | +2.4% | +26.8% | -24.4% | -2.2% |
| 6M | -17.1% | +39.3% | -56.4% | -22.6% |
| YTD | -9.1% | +31.6% | -40.7% | -14.8% |
| 1Y | -23.6% | +47.7% | -71.3% | -30.6% |
| 3Y | +38.8% | +19.9% | +18.9% | +27.8% |
| 5Y | +43.0% | -32.3% | +75.3% | +53.6% |
| 10Y | +309.1% | +138.4% | +170.7% | +146.7% |
| All | +309.1% | +140.1% | +169.0% | +146.7% |
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