+275.3%
TMUS vs FFIV
+802.9%
-527.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.6% | -8.1% | +11.7% | +5.7% |
| 30D | -3.4% | -33.4% | +30.0% | +6.0% |
| 3M | -9.5% | -24.7% | +15.3% | -4.4% |
| 6M | -15.2% | -8.8% | -6.3% | -15.5% |
| YTD | -18.9% | +21.8% | -40.7% | -26.2% |
| 1Y | -17.7% | +25.3% | -43.0% | -25.8% |
| 3Y | +15.6% | +101.2% | -85.5% | -11.9% |
| 5Y | +38.9% | +40.2% | -1.3% | +15.4% |
| 10Y | +245.3% | +129.0% | +116.3% | +135.9% |
| All | +275.3% | +802.9% | -527.7% | +44.6% |
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 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