+275.3%
TMUS vs RVTY
+588.0%
-312.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | 0.0% |
| 7D | +3.6% | -1.2% | +4.8% | +3.6% |
| 30D | -3.4% | +1.0% | -4.4% | -4.4% |
| 3M | -9.5% | +35.8% | -45.3% | -19.5% |
| 6M | -15.2% | +56.7% | -71.9% | -28.9% |
| YTD | -18.9% | +60.7% | -79.6% | -34.0% |
| 1Y | -17.7% | +73.7% | -91.4% | -35.2% |
| 3Y | +15.6% | +82.8% | -67.1% | -16.5% |
| 5Y | +38.9% | -7.0% | +45.9% | +26.8% |
| 10Y | +245.3% | +212.3% | +33.0% | +61.2% |
| All | +275.3% | +588.0% | -312.7% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling