+368.6%
TMUS vs RUN
-31.9%
+400.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +5.3% | -15.3% | +20.5% | +5.9% |
| 3M | +3.1% | -40.0% | +43.1% | +5.2% |
| 6M | -16.5% | -27.0% | +10.5% | -15.9% |
| YTD | -9.2% | -51.7% | +42.5% | -7.4% |
| 1Y | -26.5% | -45.9% | +19.4% | -25.9% |
| 3Y | +39.0% | -43.8% | +82.8% | +30.5% |
| 5Y | +40.4% | -80.5% | +120.9% | +36.6% |
| 10Y | +303.7% | +45.3% | +258.4% | +214.2% |
| All | +368.6% | -31.9% | +400.5% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling