+320.5%
TMUS vs FTI
+611.6%
-291.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +0.1% | +5.3% | -5.2% | -1.1% |
| 30D | +5.3% | +15.3% | -10.1% | +1.6% |
| 3M | +3.1% | +15.8% | -12.6% | -0.9% |
| 6M | -16.5% | +22.6% | -39.0% | -21.1% |
| YTD | -9.2% | +79.5% | -88.7% | -22.0% |
| 1Y | -26.5% | +102.0% | -128.5% | -39.0% |
| 3Y | +39.0% | +315.8% | -276.8% | -7.4% |
| 5Y | +40.4% | +1,129.5% | -1,089.1% | -34.5% |
| 10Y | +303.7% | +320.9% | -17.2% | +113.7% |
| All | +320.5% | +611.6% | -291.2% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling