+320.5%
TMUS vs FFIV
+1,034.3%
-713.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | +0.1% | -1.0% | +1.0% | +0.3% |
| 30D | +5.3% | -5.1% | +10.3% | +6.5% |
| 3M | +3.1% | -4.5% | +7.6% | +3.8% |
| 6M | -16.5% | +36.5% | -52.9% | -24.1% |
| YTD | -9.2% | +53.0% | -62.1% | -20.6% |
| 1Y | -26.5% | +24.2% | -50.7% | -32.4% |
| 3Y | +39.0% | +137.2% | -98.2% | +3.5% |
| 5Y | +40.4% | +91.8% | -51.4% | +8.8% |
| 10Y | +303.7% | +215.2% | +88.5% | +157.0% |
| All | +320.5% | +1,034.3% | -713.8% | +55.5% |
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 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