+240.8%
TMUS vs RUN
+94.0%
+146.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.8% | +0.7% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +13.8% | +14.0% | -0.2% | +13.0% |
| 3M | -4.6% | -11.8% | +7.2% | -4.3% |
| 6M | -11.7% | -40.4% | +28.7% | -10.1% |
| YTD | -15.4% | -52.7% | +37.3% | -13.8% |
| 1Y | -16.1% | -52.5% | +36.4% | -14.7% |
| 3Y | +20.5% | -7.7% | +28.2% | +7.9% |
| 5Y | +48.7% | -83.9% | +132.6% | +47.8% |
| 10Y | +240.8% | +84.9% | +155.9% | +145.2% |
| All | +240.8% | +94.0% | +146.8% | +145.2% |
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