-21.2%
TMUS vs FIVE
+63.3%
-84.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.6% | +3.1% |
| 7D | +7.5% | +7.5% | 0.0% | +7.5% |
| 30D | -3.3% | +16.7% | -20.0% | -3.1% |
| 3M | -9.7% | +13.4% | -23.0% | -9.4% |
| 6M | -17.2% | +9.0% | -26.3% | -17.7% |
| YTD | -20.3% | +33.8% | -54.1% | -18.6% |
| 1Y | -21.2% | +61.2% | -82.4% | -18.6% |
| All | -21.2% | +63.3% | -84.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling