+41.0%
TMUS vs FITB
+44.6%
-3.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.6% | -1.5% | +5.1% | +3.8% |
| 30D | -3.4% | +5.8% | -9.2% | -4.2% |
| 3M | -9.5% | -6.1% | -3.4% | -8.7% |
| 6M | -15.2% | +5.9% | -21.1% | -15.9% |
| YTD | -18.9% | +16.1% | -35.0% | -21.0% |
| 1Y | -17.7% | +28.8% | -46.5% | -21.3% |
| 3Y | +15.6% | +126.0% | -110.4% | -1.4% |
| All | +41.0% | +44.6% | -3.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling