-83.2%
FIG vs TMUS
-27.2%
-55.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | +3.4% | +4.9% | -1.5% | +3.4% |
| 30D | -9.5% | +7.7% | -17.2% | -9.4% |
| 3M | -26.2% | -6.8% | -19.4% | -26.1% |
| 6M | +2.7% | -9.7% | +12.4% | +1.1% |
| YTD | -48.0% | -15.0% | -33.0% | -50.6% |
| 1Y | -52.0% | -19.1% | -32.9% | -56.3% |
| All | -83.2% | -27.2% | -55.9% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling