+317.8%
TMUS vs BEN
+53.7%
+264.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -5.3% | +3.4% | -8.7% | -6.0% |
| 30D | +0.1% | +1.8% | -1.7% | -0.3% |
| 3M | -0.6% | +8.4% | -9.0% | -2.5% |
| 6M | -17.5% | +35.6% | -53.2% | -23.2% |
| YTD | -11.3% | +46.4% | -57.6% | -18.9% |
| 1Y | -25.4% | +46.3% | -71.7% | -32.0% |
| 3Y | +35.5% | +54.6% | -19.1% | +19.3% |
| 5Y | +41.9% | +39.4% | +2.5% | +24.8% |
| 10Y | +317.8% | +57.6% | +260.2% | +219.0% |
| All | +317.8% | +53.7% | +264.1% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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