+240.8%
TMUS vs FIVE
+562.8%
-322.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +9.5% | +7.3% | +2.2% | +8.5% |
| 30D | +13.8% | +18.1% | -4.3% | +11.5% |
| 3M | -4.6% | +7.7% | -12.3% | -5.6% |
| 6M | -11.7% | +13.6% | -25.3% | -13.5% |
| YTD | -15.4% | +34.6% | -50.0% | -19.3% |
| 1Y | -16.1% | +66.2% | -82.4% | -22.2% |
| 3Y | +20.5% | +43.5% | -23.0% | +10.9% |
| 5Y | +48.7% | +20.7% | +28.1% | +37.1% |
| 10Y | +240.8% | +541.5% | -300.7% | +125.2% |
| All | +240.8% | +562.8% | -322.0% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling