+61.2%
TMUS vs FGI
-70.6%
+131.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +3.6% | -7.0% | +10.5% | +3.6% |
| 30D | -3.4% | -4.2% | +0.9% | -3.4% |
| 3M | -9.5% | +55.6% | -65.1% | -10.3% |
| 6M | -15.2% | -3.2% | -12.0% | -15.9% |
| YTD | -18.9% | +29.1% | -48.0% | -19.5% |
| 1Y | -17.7% | +51.0% | -68.7% | -18.3% |
| 3Y | +15.6% | +1.5% | +14.1% | +15.6% |
| All | +61.2% | -70.6% | +131.8% | +63.0% |
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