+45.9%
TMUS vs FRSH
-72.6%
+118.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -5.8% | -11.2% | +5.4% | -5.3% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -4.0% | +26.4% | -30.4% | -4.9% |
| 6M | -18.1% | +48.4% | -66.5% | -19.4% |
| YTD | -11.3% | -3.1% | -8.2% | -11.2% |
| 1Y | -24.7% | -8.7% | -16.1% | -24.5% |
| 3Y | +35.4% | -45.8% | +81.2% | +37.9% |
| All | +45.9% | -72.6% | +118.4% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling