-56.3%
FIG vs TMUS
-16.4%
-39.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.8% |
| 7D | -12.6% | +5.3% | -18.0% | -13.0% |
| 30D | -13.8% | +13.5% | -27.3% | -14.7% |
| 3M | -16.7% | -4.2% | -12.5% | -16.2% |
| 6M | -6.1% | -11.9% | +5.8% | -6.7% |
| YTD | -48.1% | -15.6% | -32.5% | -50.1% |
| All | -56.3% | -16.4% | -39.9% | -58.1% |
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