+41.0%
TMUS vs FTV
+12.0%
+29.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.6% | +0.2% | +3.3% | +3.5% |
| 30D | -3.4% | +15.7% | -19.0% | -5.7% |
| 3M | -9.5% | +7.5% | -17.0% | -10.6% |
| 6M | -15.2% | +8.5% | -23.7% | -16.5% |
| YTD | -18.9% | +18.8% | -37.7% | -22.0% |
| 1Y | -17.7% | +28.5% | -46.2% | -22.1% |
| 3Y | +15.6% | +34.0% | -18.4% | +5.6% |
| All | +41.0% | +12.0% | +29.0% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling