+1,268.3%
TMUS vs FN
+3,620.5%
-2,352.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -3.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +5.3% | -22.0% | +27.2% | +7.7% |
| 3M | +3.1% | -43.0% | +46.1% | +8.7% |
| 6M | -16.5% | -27.7% | +11.3% | -15.8% |
| YTD | -9.2% | -10.5% | +1.4% | -11.9% |
| 1Y | -26.5% | +12.5% | -39.0% | -31.7% |
| 3Y | +39.0% | +153.8% | -114.8% | +6.5% |
| 5Y | +40.4% | +288.0% | -247.6% | -4.0% |
| 10Y | +303.7% | +906.4% | -602.7% | +119.2% |
| All | +1,268.3% | +3,620.5% | -2,352.3% | +511.6% |
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