+320.5%
TMUS vs FIS
+104.9%
+215.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +5.3% | -2.2% | +7.5% | +6.1% |
| 3M | +3.1% | +2.1% | +1.0% | +2.0% |
| 6M | -16.5% | -14.7% | -1.8% | -12.0% |
| YTD | -9.2% | -35.7% | +26.5% | +6.3% |
| 1Y | -26.5% | -37.1% | +10.6% | -13.6% |
| 3Y | +39.0% | -20.0% | +59.0% | +43.1% |
| 5Y | +40.4% | -62.1% | +102.5% | +88.1% |
| 10Y | +303.7% | -37.4% | +341.1% | +296.3% |
| All | +320.5% | +104.9% | +215.5% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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