+594.5%
TMUS vs RNG
+338.4%
+256.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.6% |
| 7D | +8.2% | -3.5% | +11.7% | +8.6% |
| 30D | +13.4% | -3.8% | +17.1% | +13.5% |
| 3M | -3.0% | +18.6% | -21.6% | -5.4% |
| 6M | -8.8% | +69.2% | -78.0% | -15.2% |
| YTD | -13.8% | +161.9% | -175.7% | -25.0% |
| 1Y | -17.1% | +176.2% | -193.3% | -28.4% |
| 3Y | +22.7% | +174.5% | -151.9% | +2.3% |
| 5Y | +52.8% | -71.9% | +124.8% | +70.9% |
| 10Y | +244.6% | +235.4% | +9.2% | +119.6% |
| All | +594.5% | +338.4% | +256.1% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling