+15.6%
TMUS vs FFIV
+102.2%
-86.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.6% | -8.1% | +11.7% | +3.5% |
| 30D | -3.4% | -33.4% | +30.0% | -3.4% |
| 3M | -9.5% | -24.7% | +15.3% | -10.0% |
| 6M | -15.2% | -8.8% | -6.3% | -16.9% |
| YTD | -18.9% | +21.8% | -40.7% | -22.0% |
| 1Y | -17.7% | +25.3% | -43.0% | -21.0% |
| 3Y | +15.6% | +101.2% | -85.5% | +11.6% |
| All | +15.6% | +102.2% | -86.6% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling