+309.1%
TMUS vs FTV
+77.3%
+231.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +3.1% | -8.3% | +11.4% | +5.7% |
| 3M | +2.4% | -7.4% | +9.8% | +4.4% |
| 6M | -17.1% | -1.2% | -15.9% | -17.3% |
| YTD | -9.1% | +2.7% | -11.8% | -10.9% |
| 1Y | -23.6% | +18.4% | -42.1% | -28.7% |
| 3Y | +38.8% | -2.0% | +40.9% | +35.1% |
| 5Y | +43.0% | +3.4% | +39.5% | +33.5% |
| 10Y | +309.1% | +78.5% | +230.6% | +197.5% |
| All | +309.1% | +77.3% | +231.8% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling