+50.1%
TMUS vs FRSH
-72.5%
+122.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +0.4% | -6.6% | +7.0% | +0.7% |
| 30D | +3.5% | +2.1% | +1.4% | +3.4% |
| 3M | -1.3% | +29.0% | -30.3% | -2.3% |
| 6M | -13.6% | +48.6% | -62.2% | -15.0% |
| YTD | -8.8% | -2.9% | -5.8% | -8.7% |
| 1Y | -22.9% | -7.9% | -15.0% | -22.7% |
| 3Y | +36.7% | -46.5% | +83.2% | +39.4% |
| All | +50.1% | -72.5% | +122.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling