+55.4%
FCX vs TMUS
+51.5%
+3.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -0.3% | +4.9% | -5.2% | -0.7% |
| 30D | -14.7% | +7.7% | -22.4% | -15.2% |
| 3M | -11.2% | -6.8% | -4.4% | -10.5% |
| 6M | -11.4% | -9.7% | -1.7% | -10.5% |
| YTD | +17.7% | -15.0% | +32.7% | +19.5% |
| 1Y | +47.5% | -19.1% | +66.6% | +51.6% |
| 3Y | +83.9% | +21.4% | +62.5% | +54.1% |
| All | +55.4% | +51.5% | +3.9% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling