+74.3%
FCX vs TMUS
+15.4%
+58.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.8% |
| 7D | -4.9% | +3.6% | -8.4% | -4.3% |
| 30D | -17.1% | -3.4% | -13.8% | -17.1% |
| 3M | -12.7% | -9.5% | -3.2% | -13.2% |
| 6M | -2.0% | -15.2% | +13.2% | -2.7% |
| YTD | +18.1% | -18.9% | +37.0% | +17.2% |
| 1Y | +55.2% | -17.7% | +72.9% | +53.8% |
| 3Y | +74.3% | +15.6% | +58.7% | +91.4% |
| All | +74.3% | +15.4% | +58.9% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling