+272.0%
TMUS vs FE
+61.9%
+210.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +9.0% | +0.6% | +8.5% | +8.8% |
| 30D | -3.2% | +6.4% | -9.6% | -5.5% |
| 3M | -6.9% | -0.5% | -6.4% | -6.8% |
| 6M | -16.4% | +4.7% | -21.2% | -18.1% |
| YTD | -19.6% | +8.4% | -28.0% | -22.4% |
| 1Y | -19.9% | +7.2% | -27.1% | -22.4% |
| 3Y | +14.5% | +44.9% | -30.4% | -2.6% |
| 5Y | +37.7% | +46.3% | -8.6% | +15.6% |
| 10Y | +242.2% | +110.3% | +132.0% | +131.6% |
| All | +272.0% | +61.9% | +210.1% | +154.8% |
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 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