+291.7%
TMUS vs FFIV
+821.7%
-530.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +9.5% | -4.2% | +13.7% | +10.7% |
| 30D | +13.8% | -33.9% | +47.7% | +25.4% |
| 3M | -4.6% | -22.6% | +18.0% | 0.0% |
| 6M | -11.7% | -10.4% | -1.3% | -11.5% |
| YTD | -15.4% | +24.3% | -39.7% | -23.4% |
| 1Y | -16.1% | +31.8% | -47.9% | -25.4% |
| 3Y | +20.5% | +99.5% | -79.0% | -7.9% |
| 5Y | +48.7% | +40.7% | +8.0% | +23.5% |
| 10Y | +240.8% | +126.9% | +113.9% | +133.6% |
| All | +291.7% | +821.7% | -530.1% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling