+320.5%
TMUS vs RGEN
+4,555.6%
-4,235.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | +0.1% | -4.9% | +5.0% | +0.7% |
| 30D | +5.3% | +5.7% | -0.4% | +4.4% |
| 3M | +3.1% | +32.4% | -29.3% | -1.0% |
| 6M | -16.5% | +33.2% | -49.6% | -20.3% |
| YTD | -9.2% | +2.3% | -11.4% | -10.4% |
| 1Y | -26.5% | +39.0% | -65.5% | -30.9% |
| 3Y | +39.0% | -4.6% | +43.6% | +32.3% |
| 5Y | +40.4% | -42.7% | +83.1% | +38.7% |
| 10Y | +303.7% | +433.6% | -129.9% | +155.8% |
| All | +320.5% | +4,555.6% | -4,235.1% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling