+42.0%
TMUS vs FIVE
+31.2%
+10.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.6% | -3.8% |
| 7D | +0.1% | +4.3% | -4.2% | -0.2% |
| 30D | +5.3% | +12.5% | -7.3% | +4.3% |
| 3M | +3.1% | +31.2% | -28.1% | +1.1% |
| 6M | -16.5% | +14.4% | -30.8% | -17.5% |
| YTD | -9.2% | +33.9% | -43.1% | -11.4% |
| 1Y | -26.5% | +65.1% | -91.5% | -29.6% |
| 3Y | +39.0% | +49.0% | -9.9% | +35.1% |
| All | +42.0% | +31.2% | +10.7% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling