+153.0%
FTNT vs TMUS
+42.2%
+110.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | +1.7% | -5.3% | +7.1% | +3.3% |
| 30D | -4.3% | +0.1% | -4.3% | -4.5% |
| 3M | +13.6% | -0.6% | +14.2% | +12.8% |
| 6M | +87.6% | -17.5% | +105.1% | +97.9% |
| YTD | +98.0% | -11.3% | +109.2% | +102.3% |
| 1Y | +96.9% | -25.4% | +122.3% | +114.9% |
| 3Y | +145.4% | +35.5% | +109.9% | +89.3% |
| 5Y | +153.0% | +41.9% | +111.1% | +98.7% |
| All | +153.0% | +42.2% | +110.8% | +98.7% |
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