+335.5%
TMUS vs RUN
-25.4%
+361.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.2% |
| 7D | +5.3% | +18.1% | -12.7% | +4.5% |
| 30D | +13.5% | +27.5% | -13.9% | +12.2% |
| 3M | -4.2% | -4.5% | +0.3% | -4.3% |
| 6M | -11.9% | -33.3% | +21.4% | -10.8% |
| YTD | -15.6% | -47.1% | +31.5% | -14.4% |
| 1Y | -16.8% | -43.1% | +26.4% | -16.1% |
| 3Y | +20.8% | -3.0% | +23.8% | +9.2% |
| 5Y | +48.0% | -82.6% | +130.6% | +46.2% |
| 10Y | +234.7% | +103.3% | +131.4% | +156.7% |
| All | +335.5% | -25.4% | +361.0% | +236.4% |
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