+21.4%
TMUS vs FCEL
-68.7%
+90.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | -0.8% |
| 7D | +4.9% | -2.8% | +7.7% | +4.8% |
| 30D | +7.7% | -31.6% | +39.3% | +6.6% |
| 3M | -6.8% | -52.4% | +45.6% | -8.4% |
| 6M | -9.7% | -51.4% | +41.7% | -10.7% |
| YTD | -15.0% | +32.4% | -47.4% | -14.8% |
| 1Y | -19.1% | +37.5% | -56.6% | -18.9% |
| 3Y | +21.4% | -69.3% | +90.7% | +21.8% |
| All | +21.4% | -68.7% | +90.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling