-80.3%
FIG vs TMUS
-22.2%
-58.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -16.4% | -0.3% | -16.1% | -16.3% |
| 30D | -2.3% | +3.1% | -5.5% | -2.2% |
| 3M | +7.8% | +2.4% | +5.4% | +8.7% |
| 6M | -21.8% | -17.1% | -4.8% | -27.5% |
| YTD | -39.1% | -9.1% | -30.0% | -42.2% |
| 1Y | -56.6% | -23.6% | -33.0% | -64.8% |
| All | -80.3% | -22.2% | -58.1% | -82.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling