+48.7%
TMUS vs RNG
-75.4%
+124.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +9.5% | -6.0% | +15.5% | +9.8% |
| 30D | +13.8% | -7.4% | +21.1% | +14.1% |
| 3M | -4.6% | +14.6% | -19.1% | -5.6% |
| 6M | -11.7% | +61.5% | -73.2% | -14.7% |
| YTD | -15.4% | +155.7% | -171.1% | -21.0% |
| 1Y | -16.1% | +172.5% | -188.6% | -22.1% |
| 3Y | +20.5% | +168.0% | -147.5% | +9.6% |
| 5Y | +48.7% | -73.8% | +122.5% | +68.9% |
| All | +48.7% | -75.4% | +124.1% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling