+396.6%
FCX vs TMUS
+249.1%
+147.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.4% |
| 7D | -0.8% | +8.2% | -8.9% | -3.2% |
| 30D | -15.1% | +13.4% | -28.4% | -18.9% |
| 3M | -9.6% | -3.0% | -6.6% | -9.9% |
| 6M | -3.1% | -8.8% | +5.7% | -2.3% |
| YTD | +23.4% | -13.8% | +37.3% | +25.5% |
| 1Y | +52.7% | -17.1% | +69.7% | +57.5% |
| 3Y | +91.4% | +22.7% | +68.7% | +54.9% |
| 5Y | +62.7% | +52.8% | +9.9% | +15.2% |
| All | +396.6% | +249.1% | +147.5% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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