+238.4%
TMUS vs FE
+107.4%
+131.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | -3.4% | +5.2% | -8.6% | -4.8% |
| 3M | -9.5% | 0.0% | -9.4% | -9.5% |
| 6M | -15.2% | +5.0% | -20.2% | -16.6% |
| YTD | -18.9% | +7.9% | -26.8% | -21.0% |
| 1Y | -17.7% | +6.3% | -24.0% | -19.5% |
| 3Y | +15.6% | +46.0% | -30.4% | +1.5% |
| 5Y | +38.9% | +45.6% | -6.7% | +21.4% |
| All | +238.4% | +107.4% | +131.1% | +194.7% |
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