+53.1%
TMUS vs FFIV
+41.7%
+11.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.7% |
| 7D | +8.2% | -2.9% | +11.1% | +8.4% |
| 30D | +13.4% | -32.4% | +45.8% | +17.2% |
| 3M | -3.0% | -22.7% | +19.7% | -1.8% |
| 6M | -8.8% | -10.7% | +1.9% | -9.8% |
| YTD | -13.8% | +25.4% | -39.2% | -19.4% |
| 1Y | -17.1% | +34.2% | -51.2% | -23.4% |
| 3Y | +22.7% | +101.2% | -78.5% | +1.4% |
| All | +53.1% | +41.7% | +11.4% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling