+37.7%
TMUS vs RACE
+65.1%
-27.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | +9.0% | +5.7% | +3.4% | +7.9% |
| 30D | -3.2% | +9.3% | -12.5% | -4.9% |
| 3M | -6.9% | +3.8% | -10.7% | -7.7% |
| 6M | -16.4% | +29.8% | -46.2% | -20.8% |
| YTD | -19.6% | +15.6% | -35.3% | -22.3% |
| 1Y | -19.9% | +5.1% | -25.0% | -21.1% |
| 3Y | +14.5% | +30.8% | -16.3% | +4.3% |
| 5Y | +37.7% | +67.4% | -29.7% | +7.7% |
| All | +37.7% | +65.1% | -27.4% | +7.7% |
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