+305.7%
TMUS vs RNG
+223.4%
+82.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -5.8% | -9.6% | +3.8% | -4.8% |
| 30D | -0.2% | +8.8% | -9.0% | -1.1% |
| 3M | -4.0% | +78.6% | -82.6% | -9.7% |
| 6M | -18.1% | +70.3% | -88.4% | -23.1% |
| YTD | -11.3% | +140.3% | -151.7% | -20.4% |
| 1Y | -24.7% | +126.6% | -151.4% | -32.2% |
| 3Y | +35.4% | +120.2% | -84.8% | +18.8% |
| 5Y | +42.4% | -68.3% | +110.7% | +55.7% |
| All | +305.7% | +223.4% | +82.2% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RNG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling