+430.7%
FCX vs TMUS
+260.7%
+169.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +3.6% |
| 7D | -1.0% | +5.3% | -6.4% | -2.7% |
| 30D | -15.2% | +13.5% | -28.8% | -19.1% |
| 3M | -10.3% | -4.2% | -6.0% | -10.2% |
| 6M | +1.6% | -11.9% | +13.5% | +3.6% |
| YTD | +23.9% | -15.6% | +39.4% | +26.7% |
| 1Y | +58.0% | -16.8% | +74.8% | +62.3% |
| 3Y | +94.6% | +20.8% | +73.8% | +58.3% |
| 5Y | +70.4% | +48.0% | +22.3% | +22.4% |
| 10Y | +430.7% | +234.7% | +195.9% | +195.3% |
| All | +430.7% | +260.7% | +169.9% | +195.3% |
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