+275.3%
TMUS vs FIS
+42.2%
+233.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | +3.6% | -25.5% | +29.0% | +13.5% |
| 30D | -3.4% | -15.1% | +11.7% | +0.7% |
| 3M | -9.5% | -32.1% | +22.7% | +2.7% |
| 6M | -15.2% | -36.1% | +20.9% | -2.0% |
| YTD | -18.9% | -55.4% | +36.5% | +6.8% |
| 1Y | -17.7% | -53.9% | +36.2% | +6.8% |
| 3Y | +15.6% | -39.8% | +55.4% | +29.6% |
| 5Y | +38.9% | -71.1% | +110.0% | +100.6% |
| 10Y | +245.3% | -53.8% | +299.1% | +269.9% |
| All | +275.3% | +42.2% | +233.1% | +123.0% |
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