+42.0%
TMUS vs FND
-60.2%
+102.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.6% |
| 7D | +0.1% | -5.2% | +5.3% | +0.5% |
| 30D | +5.3% | -19.9% | +25.1% | +7.2% |
| 3M | +3.1% | +2.7% | +0.4% | +2.5% |
| 6M | -16.5% | -21.7% | +5.2% | -15.1% |
| YTD | -9.2% | -17.5% | +8.3% | -8.5% |
| 1Y | -26.5% | -39.3% | +12.8% | -23.7% |
| 3Y | +39.0% | -49.8% | +88.8% | +43.5% |
| All | +42.0% | -60.2% | +102.2% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling