+341.8%
TMUS vs FTV
+90.8%
+251.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +0.1% | -4.5% | +4.6% | +1.4% |
| 30D | +5.3% | -7.1% | +12.3% | +7.4% |
| 3M | +3.1% | -7.2% | +10.3% | +5.0% |
| 6M | -16.5% | -1.5% | -15.0% | -16.6% |
| YTD | -9.2% | +3.5% | -12.6% | -11.2% |
| 1Y | -26.5% | +20.3% | -46.8% | -31.7% |
| 3Y | +39.0% | -3.1% | +42.1% | +35.9% |
| 5Y | +40.4% | +2.3% | +38.0% | +31.8% |
| 10Y | +303.7% | +76.3% | +227.4% | +197.7% |
| All | +341.8% | +90.8% | +251.0% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling