+75.4%
FTNT vs TMUS
+46.7%
+28.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.1% | +2.1% |
| 7D | -3.0% | +5.3% | -8.3% | -4.1% |
| 30D | -37.1% | +13.5% | -50.7% | -39.3% |
| 3M | -23.3% | -4.2% | -19.0% | -23.1% |
| 6M | +7.4% | -11.9% | +19.3% | +9.8% |
| YTD | +54.2% | -15.6% | +69.8% | +58.8% |
| 1Y | +49.7% | -16.8% | +66.5% | +55.0% |
| 3Y | +146.6% | +20.8% | +125.8% | +95.9% |
| 5Y | +75.4% | +48.0% | +27.4% | +28.8% |
| All | +75.4% | +46.7% | +28.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling