+320.5%
TMUS vs FISV
+294.4%
+26.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +5.3% | -2.1% | +7.3% | +6.0% |
| 3M | +3.1% | -5.7% | +8.9% | +4.9% |
| 6M | -16.5% | -15.3% | -1.1% | -11.8% |
| YTD | -9.2% | -21.1% | +11.9% | -1.8% |
| 1Y | -26.5% | -61.1% | +34.6% | +2.1% |
| 3Y | +39.0% | -56.8% | +95.9% | +67.2% |
| 5Y | +40.4% | -54.2% | +94.6% | +56.6% |
| 10Y | +303.7% | +1.6% | +302.1% | +133.8% |
| All | +320.5% | +294.4% | +26.1% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling