+41.0%
TMUS vs FE
+42.2%
-1.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +3.6% | -1.0% | +4.6% | +4.0% |
| 30D | -3.4% | +4.1% | -7.5% | -4.7% |
| 3M | -9.5% | -1.0% | -8.4% | -9.2% |
| 6M | -15.2% | +4.0% | -19.2% | -16.4% |
| YTD | -18.9% | +6.8% | -25.8% | -21.0% |
| 1Y | -17.7% | +5.3% | -23.0% | -19.5% |
| 3Y | +15.6% | +44.6% | -28.9% | -0.8% |
| All | +41.0% | +42.2% | -1.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling