+234.7%
TMUS vs FIVE
+596.6%
-361.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +3.5% |
| 7D | +5.3% | +6.2% | -0.8% | +4.6% |
| 30D | +13.5% | +18.2% | -4.6% | +11.2% |
| 3M | -4.2% | +3.8% | -8.1% | -4.9% |
| 6M | -11.9% | +13.7% | -25.6% | -13.7% |
| YTD | -15.6% | +34.7% | -50.3% | -19.4% |
| 1Y | -16.8% | +66.6% | -83.4% | -22.8% |
| 3Y | +20.8% | +44.3% | -23.5% | +11.1% |
| 5Y | +48.0% | +18.8% | +29.3% | +36.9% |
| 10Y | +234.7% | +569.2% | -334.5% | +123.9% |
| All | +234.7% | +596.6% | -361.8% | +123.9% |
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