+701.1%
FCX vs TMUS
+309.7%
+391.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.3% | +5.3% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | +10.1% | +3.1% | +6.9% | +8.6% |
| 3M | +20.2% | +2.4% | +17.8% | +17.5% |
| 6M | +29.7% | -17.1% | +46.8% | +37.0% |
| YTD | +51.9% | -9.1% | +61.0% | +53.3% |
| 1Y | +66.0% | -23.6% | +89.6% | +80.3% |
| 3Y | +102.7% | +38.8% | +63.9% | +56.9% |
| 5Y | +138.9% | +43.0% | +95.9% | +78.4% |
| 10Y | +701.1% | +309.1% | +392.0% | +243.0% |
| All | +701.1% | +309.7% | +391.4% | +243.0% |
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