+104.5%
FTNT vs TMUS
-27.1%
+131.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | -0.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -4.8% | +5.3% | -10.0% | -4.8% |
| 3M | +4.4% | +3.1% | +1.3% | +4.7% |
| 6M | +88.8% | -16.5% | +105.2% | +88.5% |
| YTD | +96.8% | -9.2% | +106.0% | +94.8% |
| 1Y | +104.5% | -26.5% | +130.9% | +92.3% |
| All | +104.5% | -27.1% | +131.5% | +92.3% |
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