+15.6%
TMUS vs FITB
+123.2%
-107.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +3.6% | -1.5% | +5.1% | +3.7% |
| 30D | -3.4% | +5.8% | -9.2% | -3.8% |
| 3M | -9.5% | -6.1% | -3.4% | -9.0% |
| 6M | -15.2% | +5.9% | -21.1% | -15.4% |
| YTD | -18.9% | +16.1% | -35.0% | -20.0% |
| 1Y | -17.7% | +28.8% | -46.5% | -19.8% |
| 3Y | +15.6% | +126.0% | -110.4% | +10.2% |
| All | +15.6% | +123.2% | -107.6% | +10.2% |
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