+1,910.4%
FTNT vs TMUS
+244.6%
+1,665.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +7.1% | +4.9% | +2.2% | +5.1% |
| 30D | -30.9% | +7.7% | -38.6% | -33.3% |
| 3M | -23.1% | -6.8% | -16.3% | -22.2% |
| 6M | +8.1% | -9.7% | +17.8% | +9.7% |
| YTD | +60.2% | -15.0% | +75.2% | +65.3% |
| 1Y | +57.0% | -19.1% | +76.1% | +66.0% |
| 3Y | +152.9% | +21.4% | +131.5% | +105.2% |
| 5Y | +85.9% | +51.2% | +34.7% | +32.7% |
| All | +1,910.4% | +244.6% | +1,665.8% | +896.9% |
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