+237.8%
TMUS vs RGEN
+415.2%
-177.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.9% | -3.3% | +8.2% | +5.1% |
| 30D | +7.7% | -5.8% | +13.5% | +8.0% |
| 3M | -6.8% | +0.2% | -7.0% | -7.2% |
| 6M | -9.7% | +56.8% | -66.5% | -13.4% |
| YTD | -15.0% | +2.4% | -17.3% | -15.8% |
| 1Y | -19.1% | +11.4% | -30.6% | -20.6% |
| 3Y | +21.4% | +15.2% | +6.3% | +15.2% |
| 5Y | +51.2% | -35.1% | +86.3% | +48.9% |
| All | +237.8% | +415.2% | -177.4% | +128.7% |
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