-22.4%
TMUS vs FRMI
-78.0%
+55.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.5% |
| 7D | -5.3% | +15.9% | -21.3% | -5.0% |
| 30D | +0.1% | -6.0% | +6.0% | 0.0% |
| 3M | -0.6% | -1.6% | +1.0% | -0.5% |
| 6M | -17.5% | -30.7% | +13.2% | -17.6% |
| YTD | -11.3% | -30.9% | +19.6% | -11.1% |
| All | -22.4% | -78.0% | +55.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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