-16.1%
TMUS vs FGI
+45.2%
-61.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | +9.5% | -4.1% | +13.6% | +9.6% |
| 30D | +13.8% | -3.4% | +17.2% | +13.8% |
| 3M | -4.6% | +61.8% | -66.3% | -6.6% |
| 6M | -11.7% | +17.0% | -28.7% | -13.5% |
| YTD | -15.4% | +31.4% | -46.8% | -16.4% |
| 1Y | -16.1% | +42.7% | -58.8% | -18.1% |
| All | -16.1% | +45.2% | -61.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling