+290.8%
TMUS vs FCEL
-100.0%
+390.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.6% | -4.5% | +3.7% |
| 7D | +5.3% | +3.0% | +2.3% | +5.0% |
| 30D | +13.5% | -40.0% | +53.5% | +16.1% |
| 3M | -4.2% | -47.0% | +42.8% | -2.1% |
| 6M | -11.9% | -21.0% | +9.1% | -14.5% |
| YTD | -15.6% | +48.0% | -63.6% | -22.3% |
| 1Y | -16.8% | +43.9% | -60.7% | -23.6% |
| 3Y | +20.8% | -67.5% | +88.3% | +14.0% |
| 5Y | +48.0% | -96.7% | +144.7% | +57.0% |
| 10Y | +234.7% | -99.0% | +333.7% | +215.4% |
| All | +290.8% | -100.0% | +390.8% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling