+1,099.8%
TMUS vs FN
+3,020.0%
-1,920.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +3.7% |
| 7D | +7.5% | -7.0% | +14.5% | +8.0% |
| 30D | -3.3% | -24.7% | +21.4% | -0.9% |
| 3M | -9.7% | -35.7% | +26.0% | -6.3% |
| 6M | -17.2% | -52.4% | +35.2% | -12.1% |
| YTD | -20.3% | -25.0% | +4.6% | -21.9% |
| 1Y | -21.2% | -25.7% | +4.5% | -23.1% |
| 3Y | +13.5% | +110.2% | -96.7% | -11.7% |
| 5Y | +36.5% | +192.3% | -155.9% | -3.4% |
| 10Y | +239.2% | +812.3% | -573.0% | +83.9% |
| All | +1,099.8% | +3,020.0% | -1,920.2% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling