+80.7%
TMUS vs FGI
-70.4%
+151.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.5% | -11.0% | -3.5% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +5.3% | +65.4% | -60.2% | +4.3% |
| 3M | +3.1% | +23.5% | -20.4% | +2.3% |
| 6M | -16.5% | +60.5% | -77.0% | -17.0% |
| YTD | -9.2% | +30.0% | -39.2% | -9.7% |
| 1Y | -26.5% | +82.1% | -108.5% | -26.9% |
| 3Y | +39.0% | -4.4% | +43.4% | +39.4% |
| All | +80.7% | -70.4% | +151.0% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling