-21.2%
TMUS vs FDS
+31.1%
-52.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.7% |
| 7D | +7.5% | +9.4% | -1.9% | +6.5% |
| 30D | -3.3% | +23.8% | -27.1% | -5.3% |
| 3M | -9.7% | +25.1% | -34.8% | -11.6% |
| 6M | -17.2% | +53.8% | -71.0% | -19.7% |
| YTD | -20.3% | +19.6% | -39.9% | -19.6% |
| 1Y | -21.2% | +31.6% | -52.9% | -24.0% |
| All | -21.2% | +31.1% | -52.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling