+45.4%
TMUS vs FISV
-56.5%
+101.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.8% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +3.1% | -3.0% | +6.1% | +3.6% |
| 3M | +2.4% | -3.5% | +5.9% | +2.8% |
| 6M | -17.1% | -19.4% | +2.3% | -14.5% |
| YTD | -9.1% | -24.3% | +15.2% | -5.4% |
| 1Y | -23.6% | -62.4% | +38.8% | -11.8% |
| 3Y | +38.8% | -58.2% | +97.0% | +44.1% |
| All | +45.4% | -56.5% | +101.9% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling