+320.5%
TMUS vs BEN
+56.9%
+263.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -4.7% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | +5.3% | -0.5% | +5.8% | +5.3% |
| 3M | +3.1% | +9.7% | -6.6% | -0.7% |
| 6M | -16.5% | +33.9% | -50.4% | -25.8% |
| YTD | -9.2% | +49.0% | -58.1% | -22.7% |
| 1Y | -26.5% | +42.1% | -68.6% | -36.6% |
| 3Y | +39.0% | +51.9% | -12.9% | +12.2% |
| 5Y | +40.4% | +39.0% | +1.3% | +12.3% |
| 10Y | +303.7% | +57.9% | +245.8% | +174.5% |
| All | +320.5% | +56.9% | +263.6% | +155.0% |
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 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