+9,303.7%
FTNT vs TMUS
+1,773.3%
+7,530.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +1.0% |
| 7D | -5.8% | +0.1% | -5.9% | -6.0% |
| 30D | -4.8% | +5.3% | -10.0% | -6.4% |
| 3M | +4.4% | +3.1% | +1.3% | +2.6% |
| 6M | +88.8% | -16.5% | +105.2% | +97.1% |
| YTD | +96.8% | -9.2% | +106.0% | +99.6% |
| 1Y | +104.5% | -26.5% | +130.9% | +120.9% |
| 3Y | +156.8% | +39.0% | +117.7% | +122.9% |
| 5Y | +144.1% | +40.4% | +103.7% | +110.6% |
| 10Y | +2,021.8% | +303.7% | +1,718.1% | +1,274.9% |
| All | +9,303.7% | +1,773.3% | +7,530.4% | +4,006.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling