+275.3%
TMUS vs BEN
+53.9%
+221.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -0.8% |
| 7D | +3.6% | +6.6% | -3.0% | +1.1% |
| 30D | -3.4% | +3.8% | -7.2% | -4.8% |
| 3M | -9.5% | +0.2% | -9.7% | -9.9% |
| 6M | -15.2% | +10.4% | -25.6% | -18.9% |
| YTD | -18.9% | +46.2% | -65.1% | -30.7% |
| 1Y | -17.7% | +52.3% | -70.0% | -30.9% |
| 3Y | +15.6% | +65.9% | -50.3% | -10.0% |
| 5Y | +38.9% | +20.6% | +18.3% | +18.3% |
| 10Y | +245.3% | +64.8% | +180.5% | +129.2% |
| All | +275.3% | +53.9% | +221.4% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling