+320.5%
TMUS vs FITB
+148.5%
+172.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +5.3% | -4.7% | +10.0% | +6.2% |
| 3M | +3.1% | +6.7% | -3.5% | +1.8% |
| 6M | -16.5% | +12.6% | -29.0% | -18.6% |
| YTD | -9.2% | +19.1% | -28.3% | -12.8% |
| 1Y | -26.5% | +22.6% | -49.1% | -30.0% |
| 3Y | +39.0% | +127.1% | -88.1% | +15.2% |
| 5Y | +40.4% | +71.8% | -31.4% | +20.5% |
| 10Y | +303.7% | +287.2% | +16.5% | +177.8% |
| All | +320.5% | +148.5% | +172.0% | +275.9% |
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