+21.4%
TMUS vs FRSH
-27.1%
+48.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | +4.6% | +0.3% | +4.9% |
| 30D | +7.7% | -7.5% | +15.2% | +7.7% |
| 3M | -6.8% | -0.1% | -6.7% | -6.9% |
| 6M | -9.7% | +54.5% | -64.2% | -9.4% |
| YTD | -15.0% | +3.4% | -18.4% | -14.4% |
| 1Y | -19.1% | +6.4% | -25.5% | -18.6% |
| 3Y | +21.4% | -26.3% | +47.7% | +21.0% |
| All | +21.4% | -27.1% | +48.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling