+2,098.3%
FTNT vs TMUS
+304.7%
+1,793.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | +1.7% | -5.3% | +7.1% | +4.1% |
| 30D | -4.3% | +0.1% | -4.3% | -4.6% |
| 3M | +13.6% | -0.6% | +14.2% | +12.5% |
| 6M | +87.6% | -17.5% | +105.1% | +100.8% |
| YTD | +98.0% | -11.3% | +109.2% | +103.6% |
| 1Y | +96.9% | -25.4% | +122.3% | +119.3% |
| 3Y | +145.4% | +35.5% | +109.9% | +92.8% |
| 5Y | +153.0% | +41.9% | +111.1% | +92.4% |
| 10Y | +2,098.3% | +317.8% | +1,780.4% | +1,026.9% |
| All | +2,098.3% | +304.7% | +1,793.6% | +1,026.9% |
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