+275.3%
TMUS vs FITB
+142.2%
+133.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.6% | -1.5% | +5.1% | +3.9% |
| 30D | -3.4% | +5.8% | -9.2% | -4.5% |
| 3M | -9.5% | -6.1% | -3.4% | -8.4% |
| 6M | -15.2% | +5.9% | -21.1% | -16.3% |
| YTD | -18.9% | +16.1% | -35.0% | -21.8% |
| 1Y | -17.7% | +28.8% | -46.5% | -22.4% |
| 3Y | +15.6% | +126.0% | -110.4% | -4.0% |
| 5Y | +38.9% | +45.3% | -6.4% | +23.4% |
| 10Y | +245.3% | +255.4% | -10.1% | +141.5% |
| All | +275.3% | +142.2% | +133.1% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling