+306.1%
TMUS vs RNG
+226.3%
+79.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.3% | -4.1% | -1.3% | -4.9% |
| 30D | +0.1% | +8.6% | -8.6% | -0.8% |
| 3M | -0.6% | +78.0% | -78.6% | -6.5% |
| 6M | -17.5% | +67.0% | -84.6% | -22.4% |
| YTD | -11.3% | +142.4% | -153.7% | -20.4% |
| 1Y | -25.4% | +120.4% | -145.8% | -32.6% |
| 3Y | +35.5% | +122.1% | -86.6% | +18.8% |
| 5Y | +41.9% | -69.8% | +111.7% | +56.6% |
| All | +306.1% | +226.3% | +79.8% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling