+59.8%
TMUS vs FGI
-70.3%
+130.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.0% | -11.6% | +20.6% | +9.1% |
| 30D | -3.2% | -3.3% | +0.1% | -3.2% |
| 3M | -6.9% | +65.6% | -72.5% | -7.8% |
| 6M | -16.4% | -2.8% | -13.6% | -17.2% |
| YTD | -19.6% | +30.1% | -49.8% | -20.2% |
| 1Y | -19.9% | +50.2% | -70.1% | -20.5% |
| 3Y | +14.5% | -0.4% | +14.9% | +14.6% |
| All | +59.8% | -70.3% | +130.2% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling