+298.8%
TMUS vs FTI
+482.8%
-184.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +8.2% | +1.4% | +6.8% | +7.8% |
| 30D | +13.4% | -6.3% | +19.6% | +14.7% |
| 3M | -3.0% | -13.1% | +10.1% | -0.2% |
| 6M | -8.8% | -8.0% | -0.8% | -7.8% |
| YTD | -13.8% | +47.1% | -60.9% | -22.8% |
| 1Y | -17.1% | +50.7% | -67.7% | -26.2% |
| 3Y | +22.7% | +209.0% | -186.3% | -12.1% |
| 5Y | +52.8% | +847.0% | -794.2% | -23.8% |
| 10Y | +244.6% | +184.3% | +60.3% | +106.3% |
| All | +298.8% | +482.8% | -184.0% | +17.4% |
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