+21.4%
TMUS vs FITB
+144.0%
-122.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +4.9% | +2.8% | +2.1% | +4.7% |
| 30D | +7.7% | +9.8% | -2.1% | +6.9% |
| 3M | -6.8% | -5.2% | -1.6% | -6.4% |
| 6M | -9.7% | +17.3% | -27.0% | -10.5% |
| YTD | -15.0% | +19.3% | -34.2% | -16.3% |
| 1Y | -19.1% | +32.7% | -51.8% | -21.4% |
| 3Y | +21.4% | +141.6% | -120.2% | +17.8% |
| All | +21.4% | +144.0% | -122.6% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling