+305.7%
TMUS vs RUN
+43.4%
+262.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -5.8% | -3.4% | -2.4% | -5.6% |
| 30D | -0.2% | -14.0% | +13.7% | +0.4% |
| 3M | -4.0% | -27.5% | +23.5% | -2.9% |
| 6M | -18.1% | -29.0% | +10.9% | -17.4% |
| YTD | -11.3% | -53.1% | +41.8% | -9.5% |
| 1Y | -24.7% | -46.7% | +22.0% | -24.1% |
| 3Y | +35.4% | -38.3% | +73.7% | +25.5% |
| 5Y | +42.4% | -80.7% | +123.1% | +38.6% |
| All | +305.7% | +43.4% | +262.3% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling