+320.5%
TMUS vs FCEL
-100.0%
+420.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.6% |
| 7D | +0.1% | -15.8% | +15.9% | +0.9% |
| 30D | +5.3% | -29.3% | +34.5% | +6.9% |
| 3M | +3.1% | -30.1% | +33.3% | +2.7% |
| 6M | -16.5% | +74.4% | -90.9% | -22.5% |
| YTD | -9.2% | +104.5% | -113.7% | -17.1% |
| 1Y | -26.5% | +281.4% | -307.9% | -36.5% |
| 3Y | +39.0% | -66.1% | +105.1% | +32.2% |
| 5Y | +40.4% | -91.9% | +132.2% | +40.6% |
| 10Y | +303.7% | -99.2% | +402.9% | +305.9% |
| All | +320.5% | -100.0% | +420.4% | +364.1% |
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