+41.0%
TMUS vs RGEN
-35.1%
+76.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.9% |
| 7D | +3.6% | -1.9% | +5.5% | +3.6% |
| 30D | -3.4% | +3.7% | -7.1% | -3.5% |
| 3M | -9.5% | +8.8% | -18.3% | -9.7% |
| 6M | -15.2% | +38.0% | -53.1% | -15.9% |
| YTD | -18.9% | +5.9% | -24.8% | -19.0% |
| 1Y | -17.7% | +19.7% | -37.4% | -18.2% |
| 3Y | +15.6% | +20.5% | -4.9% | +13.0% |
| All | +41.0% | -35.1% | +76.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling