+275.3%
TMUS vs FTI
+466.2%
-190.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.1% |
| 7D | +3.6% | -7.6% | +11.2% | +5.4% |
| 30D | -3.4% | -7.1% | +3.8% | -2.0% |
| 3M | -9.5% | -8.7% | -0.8% | -8.0% |
| 6M | -15.2% | -14.0% | -1.2% | -13.0% |
| YTD | -18.9% | +42.8% | -61.8% | -26.8% |
| 1Y | -17.7% | +50.4% | -68.1% | -26.8% |
| 3Y | +15.6% | +194.1% | -178.5% | -16.2% |
| 5Y | +38.9% | +775.2% | -736.3% | -29.3% |
| 10Y | +245.3% | +189.2% | +56.1% | +104.3% |
| All | +275.3% | +466.2% | -190.9% | +11.2% |
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