-19.9%
TMUS vs FPS
-13.7%
-6.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -17.3% | +20.4% | +0.7% |
| 7D | +7.5% | -23.3% | +30.8% | +4.3% |
| 30D | -3.3% | -42.4% | +39.1% | -9.0% |
| 3M | -9.7% | -43.0% | +33.4% | -14.8% |
| 6M | -17.2% | -44.5% | +27.3% | -21.6% |
| All | -19.9% | -13.7% | -6.2% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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