+238.4%
TMUS vs RACE
+740.1%
-501.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +3.6% | +5.1% | -1.5% | +2.1% |
| 30D | -3.4% | +7.7% | -11.1% | -5.4% |
| 3M | -9.5% | +2.2% | -11.6% | -10.2% |
| 6M | -15.2% | +23.8% | -38.9% | -20.7% |
| YTD | -18.9% | +13.9% | -32.8% | -22.8% |
| 1Y | -17.7% | +3.8% | -21.5% | -19.4% |
| 3Y | +15.6% | +28.0% | -12.4% | +1.9% |
| 5Y | +38.9% | +64.9% | -26.0% | +9.5% |
| All | +238.4% | +740.1% | -501.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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