+22.2%
TMUS vs FDS
-23.5%
+45.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | +6.5% | -2.6% | +9.1% | +6.9% |
| 30D | +11.3% | +14.1% | -2.8% | +9.4% |
| 3M | -2.9% | +19.8% | -22.7% | -5.2% |
| 6M | -10.5% | +55.0% | -65.5% | -15.3% |
| YTD | -14.4% | +15.9% | -30.3% | -15.0% |
| 1Y | -17.9% | +24.2% | -42.1% | -19.7% |
| All | +22.2% | -23.5% | +45.7% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling