+290.8%
TMUS vs FLR
+23.8%
+267.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.1% | +2.5% |
| 7D | +5.3% | +8.5% | -3.2% | +3.5% |
| 30D | +13.5% | -0.7% | +14.2% | +13.3% |
| 3M | -4.2% | -11.7% | +7.5% | -2.5% |
| 6M | -11.9% | +16.2% | -28.1% | -16.4% |
| YTD | -15.6% | +27.0% | -42.6% | -22.6% |
| 1Y | -16.8% | +10.1% | -26.9% | -21.5% |
| 3Y | +20.8% | +46.2% | -25.4% | +0.5% |
| 5Y | +48.0% | +121.4% | -73.4% | +6.5% |
| 10Y | +234.7% | +11.0% | +223.7% | +137.3% |
| All | +290.8% | +23.8% | +267.0% | +104.6% |
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