+305.7%
TMUS vs FISV
-2.2%
+307.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -5.8% | -7.2% | +1.4% | -3.9% |
| 30D | -0.2% | -7.2% | +7.0% | +1.7% |
| 3M | -4.0% | -8.2% | +4.2% | -2.2% |
| 6M | -18.1% | -17.7% | -0.4% | -14.6% |
| YTD | -11.3% | -27.2% | +15.8% | -4.8% |
| 1Y | -24.7% | -63.0% | +38.2% | -6.0% |
| 3Y | +35.4% | -59.8% | +95.1% | +53.4% |
| 5Y | +42.4% | -55.8% | +98.2% | +51.2% |
| All | +305.7% | -2.2% | +307.8% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling