-25.4%
TMUS vs RNG
+116.0%
-141.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | -5.3% | -4.1% | -1.3% | -5.1% |
| 30D | +0.1% | +8.6% | -8.6% | -0.2% |
| 3M | -0.6% | +78.0% | -78.6% | -2.3% |
| 6M | -17.5% | +67.0% | -84.6% | -18.9% |
| YTD | -11.3% | +142.4% | -153.7% | -12.9% |
| 1Y | -25.4% | +120.4% | -145.8% | -27.9% |
| All | -25.4% | +116.0% | -141.4% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling