+374.7%
TMUS vs RACE
+647.6%
-272.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -2.9% |
| 7D | +0.1% | -2.5% | +2.6% | +0.8% |
| 30D | +5.3% | +0.8% | +4.5% | +5.0% |
| 3M | +3.1% | +17.2% | -14.0% | -1.7% |
| 6M | -16.5% | +13.6% | -30.0% | -20.1% |
| YTD | -9.2% | +12.2% | -21.4% | -13.0% |
| 1Y | -26.5% | -16.3% | -10.2% | -23.7% |
| 3Y | +39.0% | +36.4% | +2.6% | +20.1% |
| 5Y | +40.4% | +95.0% | -54.6% | +4.7% |
| 10Y | +303.7% | +813.2% | -509.5% | +80.7% |
| All | +374.7% | +647.6% | -272.9% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling