+309.1%
TMUS vs GEN
+150.2%
+158.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.6% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +3.1% | +2.6% | +0.5% | +2.6% |
| 3M | +2.4% | +15.8% | -13.4% | -0.5% |
| 6M | -17.1% | +33.1% | -50.2% | -21.9% |
| YTD | -9.1% | +11.3% | -20.4% | -11.5% |
| 1Y | -23.6% | +1.7% | -25.3% | -24.3% |
| 3Y | +38.8% | +58.1% | -19.3% | +23.2% |
| 5Y | +43.0% | +20.6% | +22.3% | +32.3% |
| 10Y | +309.1% | +149.0% | +160.1% | +186.9% |
| All | +309.1% | +150.2% | +158.9% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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