+234.7%
TMUS vs FDS
+135.1%
+99.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +5.3% | -5.0% | +10.3% | +7.0% |
| 30D | +13.5% | +13.8% | -0.2% | +9.1% |
| 3M | -4.2% | +14.8% | -19.1% | -8.6% |
| 6M | -11.9% | +47.4% | -59.3% | -23.0% |
| YTD | -15.6% | +14.2% | -29.7% | -20.6% |
| 1Y | -16.8% | +26.6% | -43.4% | -25.0% |
| 3Y | +20.8% | -24.4% | +45.2% | +29.6% |
| 5Y | +48.0% | -22.6% | +70.7% | +54.2% |
| 10Y | +234.7% | +130.0% | +104.7% | +125.7% |
| All | +234.7% | +135.1% | +99.6% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling