+14.6%
TMUS vs FN
+80.0%
-65.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.2% | +15.1% | 0.0% |
| 7D | +9.0% | -16.0% | +25.0% | +8.1% |
| 30D | -3.2% | -40.1% | +36.9% | -5.6% |
| 3M | -6.9% | -43.9% | +37.0% | -9.2% |
| 6M | -16.4% | -55.6% | +39.2% | -18.8% |
| YTD | -19.6% | -35.7% | +16.0% | -20.7% |
| 1Y | -19.9% | -39.8% | +19.9% | -20.9% |
| All | +14.6% | +80.0% | -65.4% | +15.1% |
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