+870.7%
TMUS vs FANG
+1,373.6%
-502.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -1.7% | +1.5% | 0.0% |
| 30D | +3.1% | +6.8% | -3.6% | +2.3% |
| 3M | +2.4% | +1.3% | +1.1% | +2.1% |
| 6M | -17.1% | +11.8% | -28.9% | -18.5% |
| YTD | -9.1% | +35.1% | -44.2% | -12.7% |
| 1Y | -23.6% | +48.9% | -72.6% | -27.6% |
| 3Y | +38.8% | +42.8% | -4.0% | +30.2% |
| 5Y | +43.0% | +230.3% | -187.3% | +17.9% |
| 10Y | +309.1% | +167.0% | +142.1% | +206.7% |
| All | +870.7% | +1,373.6% | -502.9% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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