+320.5%
TMUS vs FDS
+513.9%
-193.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -1.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.9% |
| 30D | +5.3% | +9.0% | -3.8% | +0.9% |
| 3M | +3.1% | +18.9% | -15.7% | -5.7% |
| 6M | -16.5% | +35.1% | -51.6% | -29.5% |
| YTD | -9.2% | +5.5% | -14.7% | -15.0% |
| 1Y | -26.5% | -16.8% | -9.7% | -23.7% |
| 3Y | +39.0% | -28.1% | +67.1% | +51.6% |
| 5Y | +40.4% | -17.4% | +57.8% | +37.9% |
| 10Y | +303.7% | +85.4% | +218.3% | +135.2% |
| All | +320.5% | +513.9% | -193.4% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling