+320.5%
TMUS vs FLR
+38.2%
+282.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -3.0% |
| 7D | +0.1% | +5.4% | -5.3% | -1.0% |
| 30D | +5.3% | +11.4% | -6.1% | +2.3% |
| 3M | +3.1% | +11.4% | -8.3% | -0.5% |
| 6M | -16.5% | +16.6% | -33.1% | -21.1% |
| YTD | -9.2% | +41.7% | -50.9% | -18.2% |
| 1Y | -26.5% | +35.4% | -61.9% | -33.6% |
| 3Y | +39.0% | +57.3% | -18.3% | +14.4% |
| 5Y | +40.4% | +241.0% | -200.6% | -9.1% |
| 10Y | +303.7% | +16.6% | +287.1% | +186.7% |
| All | +320.5% | +38.2% | +282.3% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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