+304.4%
TMUS vs FN
+900.0%
-595.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -3.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +5.3% | -22.0% | +27.2% | +6.7% |
| 3M | +3.1% | -43.0% | +46.1% | +6.7% |
| 6M | -16.5% | -27.7% | +11.3% | -16.1% |
| YTD | -9.2% | -10.5% | +1.4% | -11.3% |
| 1Y | -26.5% | +12.5% | -39.0% | -30.6% |
| 3Y | +39.0% | +153.8% | -114.8% | +10.9% |
| 5Y | +40.4% | +288.0% | -247.6% | -0.3% |
| All | +304.4% | +900.0% | -595.6% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling