+309.1%
TMUS vs FITB
+285.0%
+24.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -0.3% | +2.8% | -3.1% | -0.9% |
| 30D | +3.1% | -4.5% | +7.7% | +4.1% |
| 3M | +2.4% | +5.7% | -3.2% | +1.2% |
| 6M | -17.1% | +17.1% | -34.2% | -20.1% |
| YTD | -9.1% | +18.3% | -27.4% | -12.9% |
| 1Y | -23.6% | +23.9% | -47.5% | -27.8% |
| 3Y | +38.8% | +131.1% | -92.3% | +11.1% |
| 5Y | +43.0% | +71.1% | -28.1% | +20.2% |
| 10Y | +309.1% | +283.9% | +25.2% | +142.1% |
| All | +309.1% | +285.0% | +24.1% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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