-51.7%
FIG vs TMUS
-20.4%
-31.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +5.0% |
| 7D | -4.7% | +7.5% | -12.1% | -4.9% |
| 30D | +0.5% | -3.3% | +3.9% | +0.8% |
| 3M | -18.4% | -9.7% | -8.7% | -17.5% |
| 6M | +10.9% | -17.2% | +28.1% | +10.1% |
| YTD | -40.8% | -20.3% | -20.4% | -43.2% |
| 1Y | -51.7% | -21.2% | -30.5% | -53.8% |
| All | -51.7% | -20.4% | -31.3% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling