+23.0%
TMUS vs FN
+121.0%
-98.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.1% | +2.1% |
| 7D | +8.2% | +8.0% | +0.1% | +8.7% |
| 30D | +13.4% | -19.1% | +32.5% | +12.5% |
| 3M | -3.0% | -29.8% | +26.8% | -4.2% |
| 6M | -8.8% | -43.2% | +34.4% | -10.1% |
| YTD | -13.8% | -18.9% | +5.1% | -13.8% |
| 1Y | -17.1% | -17.9% | +0.8% | -16.9% |
| All | +23.0% | +121.0% | -98.0% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling