+162.5%
TMUS vs FND
+70.0%
+92.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +0.7% |
| 7D | +9.5% | +6.8% | +2.7% | +8.5% |
| 30D | +13.8% | +13.1% | +0.7% | +11.9% |
| 3M | -4.6% | -13.1% | +8.5% | -3.2% |
| 6M | -11.7% | -0.6% | -11.1% | -12.4% |
| YTD | -15.4% | -15.5% | +0.1% | -14.9% |
| 1Y | -16.1% | -13.7% | -2.5% | -16.1% |
| 3Y | +20.5% | -35.0% | +55.5% | +20.9% |
| 5Y | +48.7% | -60.1% | +108.8% | +55.7% |
| All | +162.5% | +70.0% | +92.5% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling