+39.5%
TMUS vs FFIV
+136.9%
-97.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +0.1% | -1.0% | +1.0% | +0.1% |
| 30D | +5.3% | -5.1% | +10.3% | +5.5% |
| 3M | +3.1% | -4.5% | +7.6% | +3.3% |
| 6M | -16.5% | +36.5% | -52.9% | -18.4% |
| YTD | -9.2% | +53.0% | -62.1% | -12.1% |
| 1Y | -26.5% | +24.2% | -50.7% | -27.7% |
| All | +39.5% | +136.9% | -97.4% | +28.1% |
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