+308.5%
TMUS vs FFIV
+216.0%
+92.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +0.1% | -1.0% | +1.0% | +0.3% |
| 30D | +5.3% | -5.1% | +10.3% | +6.3% |
| 3M | +3.1% | -4.5% | +7.6% | +3.7% |
| 6M | -16.5% | +36.5% | -52.9% | -22.9% |
| YTD | -9.2% | +53.0% | -62.1% | -18.9% |
| 1Y | -26.5% | +24.2% | -50.7% | -31.3% |
| 3Y | +39.0% | +137.2% | -98.2% | +6.6% |
| 5Y | +40.4% | +91.8% | -51.4% | +12.1% |
| All | +308.5% | +216.0% | +92.5% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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