-21.2%
TMUS vs FTI
+57.1%
-78.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.4% | +2.9% |
| 7D | +7.5% | -9.7% | +17.2% | +6.8% |
| 30D | -3.3% | -8.2% | +4.9% | -3.6% |
| 3M | -9.7% | -7.8% | -1.8% | -9.8% |
| 6M | -17.2% | -13.4% | -3.8% | -17.8% |
| YTD | -20.3% | +45.1% | -65.4% | -12.2% |
| 1Y | -21.2% | +54.6% | -75.8% | -11.0% |
| All | -21.2% | +57.1% | -78.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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