+309.1%
TMUS vs FDS
+77.6%
+231.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.4% |
| 7D | -0.3% | -5.4% | +5.1% | +1.4% |
| 30D | +3.1% | +1.6% | +1.5% | +2.5% |
| 3M | +2.4% | +17.7% | -15.3% | -3.3% |
| 6M | -17.1% | +29.1% | -46.1% | -24.9% |
| YTD | -9.1% | +1.0% | -10.0% | -10.9% |
| 1Y | -23.6% | -21.6% | -2.0% | -18.4% |
| 3Y | +38.8% | -30.1% | +69.0% | +52.3% |
| 5Y | +43.0% | -20.7% | +63.7% | +45.1% |
| 10Y | +309.1% | +78.3% | +230.8% | +195.5% |
| All | +309.1% | +77.6% | +231.5% | +195.5% |
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