-83.6%
FIG vs TMUS
-26.8%
-56.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +2.6% | +6.5% | -3.9% | +2.6% |
| 30D | -13.1% | +11.3% | -24.3% | -13.0% |
| 3M | -20.3% | -2.9% | -17.5% | -20.3% |
| 6M | -2.1% | -10.5% | +8.4% | -4.3% |
| YTD | -49.4% | -14.4% | -35.0% | -52.0% |
| 1Y | -57.0% | -17.9% | -39.1% | -60.5% |
| All | -83.6% | -26.8% | -56.8% | -85.4% |
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 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