+42.0%
TMUS vs FE
+45.0%
-3.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +0.1% | +1.9% | -1.9% | -0.6% |
| 30D | +5.3% | -1.2% | +6.4% | +5.6% |
| 3M | +3.1% | +3.5% | -0.4% | +1.8% |
| 6M | -16.5% | -6.1% | -10.4% | -14.7% |
| YTD | -9.2% | +7.6% | -16.8% | -11.8% |
| 1Y | -26.5% | +11.9% | -38.4% | -29.7% |
| 3Y | +39.0% | +48.4% | -9.4% | +17.8% |
| All | +42.0% | +45.0% | -3.0% | +15.8% |
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