+320.5%
TMUS vs FE
+60.8%
+259.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | +0.1% | +1.9% | -1.9% | -0.7% |
| 30D | +5.3% | -1.2% | +6.4% | +5.6% |
| 3M | +3.1% | +3.5% | -0.4% | +1.7% |
| 6M | -16.5% | -6.1% | -10.4% | -14.6% |
| YTD | -9.2% | +7.6% | -16.8% | -12.0% |
| 1Y | -26.5% | +11.9% | -38.4% | -30.0% |
| 3Y | +39.0% | +48.4% | -9.4% | +17.0% |
| 5Y | +40.4% | +44.8% | -4.4% | +18.3% |
| 10Y | +303.7% | +115.9% | +187.8% | +169.7% |
| All | +320.5% | +60.8% | +259.7% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling