+309.1%
TMUS vs RGEN
+406.9%
-97.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +3.1% | +2.8% | +0.3% | +2.8% |
| 3M | +2.4% | +34.5% | -32.1% | -0.3% |
| 6M | -17.1% | +40.5% | -57.5% | -19.9% |
| YTD | -9.1% | +2.8% | -11.9% | -9.8% |
| 1Y | -23.6% | +39.6% | -63.2% | -26.7% |
| 3Y | +38.8% | +4.4% | +34.4% | +33.1% |
| 5Y | +43.0% | -42.8% | +85.7% | +43.9% |
| 10Y | +309.1% | +406.7% | -97.6% | +168.2% |
| All | +309.1% | +406.9% | -97.8% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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