+234.7%
TMUS vs RGEN
+508.6%
-273.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.9% |
| 7D | +5.3% | +3.5% | +1.9% | +5.1% |
| 30D | +13.5% | +2.9% | +10.6% | +13.2% |
| 3M | -4.2% | +9.2% | -13.4% | -5.2% |
| 6M | -11.9% | +44.9% | -56.8% | -14.9% |
| YTD | -15.6% | +9.2% | -24.8% | -16.8% |
| 1Y | -16.8% | +25.3% | -42.1% | -19.1% |
| 3Y | +20.8% | +21.7% | -0.9% | +14.2% |
| 5Y | +48.0% | -34.5% | +82.5% | +46.4% |
| 10Y | +234.7% | +478.9% | -244.2% | +125.5% |
| All | +234.7% | +508.6% | -273.9% | +125.5% |
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