+275.3%
TMUS vs FDS
+566.6%
-291.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +2.5% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | -3.4% | +20.2% | -23.6% | -11.2% |
| 3M | -9.5% | +19.9% | -29.3% | -17.4% |
| 6M | -15.2% | +56.2% | -71.3% | -32.8% |
| YTD | -18.9% | +14.6% | -33.5% | -27.5% |
| 1Y | -17.7% | +31.6% | -49.3% | -31.6% |
| 3Y | +15.6% | -23.8% | +39.5% | +22.3% |
| 5Y | +38.9% | -22.6% | +61.5% | +41.7% |
| 10Y | +245.3% | +139.3% | +105.9% | +74.2% |
| All | +275.3% | +566.6% | -291.3% | +4.1% |
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