+20.5%
TMUS vs RNG
+178.5%
-158.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +9.5% | -6.0% | +15.5% | +9.6% |
| 30D | +13.8% | -7.4% | +21.1% | +13.9% |
| 3M | -4.6% | +14.6% | -19.1% | -5.2% |
| 6M | -11.7% | +61.5% | -73.2% | -13.4% |
| YTD | -15.4% | +155.7% | -171.1% | -17.9% |
| 1Y | -16.1% | +172.5% | -188.6% | -18.7% |
| 3Y | +20.5% | +168.0% | -147.5% | +16.0% |
| All | +20.5% | +178.5% | -158.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling