+1,658.9%
TMUS vs FIVE
+868.1%
+790.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.6% | -4.1% |
| 7D | +0.1% | +4.3% | -4.2% | -0.5% |
| 30D | +5.3% | +12.5% | -7.3% | +3.6% |
| 3M | +3.1% | +31.2% | -28.1% | -0.4% |
| 6M | -16.5% | +14.4% | -30.8% | -18.4% |
| YTD | -9.2% | +33.9% | -43.1% | -13.1% |
| 1Y | -26.5% | +65.1% | -91.5% | -31.8% |
| 3Y | +39.0% | +49.0% | -9.9% | +26.7% |
| 5Y | +40.4% | +30.3% | +10.1% | +27.3% |
| 10Y | +303.7% | +481.1% | -177.4% | +180.4% |
| All | +1,658.9% | +868.1% | +790.8% | +803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling