+38.8%
TMUS vs FTI
+284.3%
-245.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +3.1% | +12.3% | -9.2% | +2.7% |
| 3M | +2.4% | +13.8% | -11.3% | +1.8% |
| 6M | -17.1% | +24.3% | -41.4% | -17.8% |
| YTD | -9.1% | +75.8% | -84.8% | -11.3% |
| 1Y | -23.6% | +99.6% | -123.3% | -26.1% |
| 3Y | +38.8% | +278.4% | -239.6% | +29.5% |
| All | +38.8% | +284.3% | -245.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling