+175.3%
TMUS vs FND
+57.3%
+118.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -5.3% | -0.8% | -4.5% | -5.3% |
| 30D | +0.1% | -19.6% | +19.7% | +2.8% |
| 3M | -0.6% | -4.3% | +3.7% | -0.6% |
| 6M | -17.5% | -20.4% | +2.9% | -15.9% |
| YTD | -11.3% | -21.9% | +10.6% | -9.7% |
| 1Y | -25.4% | -45.2% | +19.8% | -20.5% |
| 3Y | +35.5% | -49.2% | +84.8% | +41.4% |
| 5Y | +41.9% | -61.8% | +103.7% | +49.3% |
| All | +175.3% | +57.3% | +118.1% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling