+144.1%
FTNT vs TMUS
+34.7%
+109.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.6% | -5.8% | +7.4% | +2.1% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | +14.4% | -4.0% | +18.3% | +14.6% |
| 6M | +88.7% | -18.1% | +106.8% | +93.0% |
| YTD | +100.0% | -11.3% | +111.4% | +101.5% |
| 1Y | +99.9% | -24.7% | +124.6% | +106.9% |
| All | +144.1% | +34.7% | +109.4% | +108.4% |
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