+38.8%
TMUS vs RNG
+120.7%
-81.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.3% |
| 7D | -0.3% | -0.8% | +0.6% | -0.2% |
| 30D | +3.1% | +11.4% | -8.3% | +2.7% |
| 3M | +2.4% | +72.1% | -69.7% | +0.4% |
| 6M | -17.1% | +67.9% | -85.0% | -18.8% |
| YTD | -9.1% | +144.3% | -153.4% | -12.1% |
| 1Y | -23.6% | +117.5% | -141.1% | -25.9% |
| 3Y | +38.8% | +123.9% | -85.0% | +33.1% |
| All | +38.8% | +120.7% | -81.8% | +33.1% |
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