+42.0%
TMUS vs RACE
+93.6%
-51.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -3.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.6% |
| 30D | +5.3% | +0.8% | +4.5% | +5.1% |
| 3M | +3.1% | +17.2% | -14.0% | -0.1% |
| 6M | -16.5% | +13.6% | -30.0% | -18.8% |
| YTD | -9.2% | +12.2% | -21.4% | -11.6% |
| 1Y | -26.5% | -16.3% | -10.2% | -24.4% |
| 3Y | +39.0% | +36.4% | +2.6% | +24.9% |
| All | +42.0% | +93.6% | -51.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling