+235.4%
TMUS vs FN
+663.9%
-428.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.2% | +15.1% | +1.7% |
| 7D | +9.0% | -16.0% | +25.0% | +9.8% |
| 30D | -3.2% | -40.1% | +36.9% | -0.6% |
| 3M | -6.9% | -43.9% | +37.0% | -4.3% |
| 6M | -16.4% | -55.6% | +39.2% | -13.3% |
| YTD | -19.6% | -35.7% | +16.0% | -20.4% |
| 1Y | -19.9% | -39.8% | +19.9% | -20.4% |
| 3Y | +14.5% | +80.3% | -65.8% | -6.4% |
| 5Y | +37.7% | +143.3% | -105.6% | +3.0% |
| All | +235.4% | +663.9% | -428.5% | +103.2% |
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 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