+632.3%
TMUS vs RNG
+327.7%
+304.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -3.0% |
| 7D | +0.1% | +5.8% | -5.7% | -0.6% |
| 30D | +5.3% | +19.6% | -14.4% | +3.1% |
| 3M | +3.1% | +67.0% | -63.9% | -3.2% |
| 6M | -16.5% | +88.4% | -104.8% | -23.2% |
| YTD | -9.2% | +155.5% | -164.6% | -20.4% |
| 1Y | -26.5% | +141.7% | -168.2% | -35.4% |
| 3Y | +39.0% | +131.1% | -92.1% | +18.9% |
| 5Y | +40.4% | -70.6% | +111.0% | +55.2% |
| 10Y | +303.7% | +228.2% | +75.5% | +158.8% |
| All | +632.3% | +327.7% | +304.6% | +347.5% |
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