+238.4%
TMUS vs FE
+105.3%
+133.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | +3.6% | -1.0% | +4.6% | +3.9% |
| 30D | -3.4% | +4.1% | -7.5% | -4.6% |
| 3M | -9.5% | -1.0% | -8.4% | -9.2% |
| 6M | -15.2% | +4.0% | -19.2% | -16.3% |
| YTD | -18.9% | +6.8% | -25.8% | -20.8% |
| 1Y | -17.7% | +5.3% | -23.0% | -19.3% |
| 3Y | +15.6% | +44.6% | -28.9% | +1.8% |
| 5Y | +38.9% | +44.2% | -5.3% | +21.8% |
| All | +238.4% | +105.3% | +133.1% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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