-19.1%
TMUS vs FND
-24.7%
+5.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | +4.9% | -6.8% | +11.7% | +5.0% |
| 30D | +7.7% | +8.0% | -0.3% | +7.8% |
| 3M | -6.8% | -18.9% | +12.1% | -7.2% |
| 6M | -9.7% | +4.7% | -14.4% | -9.3% |
| YTD | -15.0% | -21.6% | +6.6% | -16.6% |
| 1Y | -19.1% | -22.0% | +2.9% | -20.7% |
| All | -19.1% | -24.7% | +5.6% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling