-26.5%
TMUS vs FN
+17.1%
-43.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -3.1% |
| 7D | +0.1% | -1.7% | +1.8% | -0.1% |
| 30D | +5.3% | -22.0% | +27.2% | +3.0% |
| 3M | +3.1% | -43.0% | +46.1% | -1.0% |
| 6M | -16.5% | -27.7% | +11.3% | -17.2% |
| YTD | -9.2% | -10.5% | +1.4% | -6.7% |
| 1Y | -26.5% | +12.5% | -39.0% | -21.2% |
| All | -26.5% | +17.1% | -43.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling