+51.8%
FTNT vs TMUS
-20.4%
+72.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +1.3% |
| 7D | -25.7% | +7.5% | -33.2% | -25.2% |
| 30D | -29.7% | -3.3% | -26.4% | -29.7% |
| 3M | -23.1% | -9.7% | -13.5% | -23.0% |
| 6M | +45.0% | -17.2% | +62.2% | +45.6% |
| YTD | +62.9% | -20.3% | +83.3% | +63.0% |
| 1Y | +51.8% | -21.2% | +73.0% | +54.2% |
| All | +51.8% | -20.4% | +72.2% | +54.2% |
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