+15.6%
TMUS vs FCEL
-74.5%
+90.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.5% | -10.6% | +1.3% |
| 7D | +3.6% | -11.2% | +14.8% | +3.2% |
| 30D | -3.4% | -45.8% | +42.4% | -5.0% |
| 3M | -9.5% | -51.0% | +41.5% | -10.9% |
| 6M | -15.2% | -22.2% | +7.1% | -15.8% |
| YTD | -18.9% | +36.3% | -55.2% | -18.7% |
| 1Y | -17.7% | +29.0% | -46.7% | -17.5% |
| 3Y | +15.6% | -70.9% | +86.5% | +15.5% |
| All | +15.6% | -74.5% | +90.1% | +15.5% |
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