+293.7%
TMUS vs FISV
+374.6%
-81.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -2.3% |
| 7D | +4.9% | +1.4% | +3.5% | +4.2% |
| 30D | +7.7% | +38.4% | -30.7% | -7.4% |
| 3M | -6.8% | +14.9% | -21.7% | -13.2% |
| 6M | -9.7% | +21.8% | -31.5% | -19.0% |
| YTD | -15.0% | -5.0% | -9.9% | -16.1% |
| 1Y | -19.1% | -1.2% | -18.0% | -21.9% |
| 3Y | +21.4% | -47.5% | +69.0% | +32.8% |
| 5Y | +51.2% | -36.7% | +87.9% | +42.5% |
| 10Y | +240.2% | +26.9% | +213.3% | +74.9% |
| All | +293.7% | +374.6% | -81.0% | -27.0% |
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