+41.0%
TMUS vs FN
+170.4%
-129.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.8% | +1.1% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | -3.4% | -34.3% | +30.9% | -3.7% |
| 3M | -9.5% | -39.9% | +30.4% | -9.8% |
| 6M | -15.2% | -51.8% | +36.6% | -15.3% |
| YTD | -18.9% | -28.1% | +9.2% | -19.7% |
| 1Y | -17.7% | -29.1% | +11.4% | -18.6% |
| 3Y | +15.6% | +102.4% | -86.8% | +4.3% |
| All | +41.0% | +170.4% | -129.4% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling