+7,268.8%
FTNT vs TMUS
+1,641.1%
+5,627.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.1% | +1.9% |
| 7D | -3.0% | +5.3% | -8.3% | -4.5% |
| 30D | -37.1% | +13.5% | -50.7% | -39.7% |
| 3M | -23.3% | -4.2% | -19.0% | -23.3% |
| 6M | +7.4% | -11.9% | +19.3% | +9.3% |
| YTD | +54.2% | -15.6% | +69.8% | +58.0% |
| 1Y | +49.7% | -16.8% | +66.5% | +54.0% |
| 3Y | +146.6% | +20.8% | +125.8% | +121.1% |
| 5Y | +75.4% | +48.0% | +27.4% | +47.4% |
| 10Y | +1,828.7% | +234.7% | +1,593.9% | +1,199.6% |
| All | +7,268.8% | +1,641.1% | +5,627.7% | +3,151.4% |
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 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