+310.6%
TMUS vs FTV
+124.8%
+185.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.4% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | +13.5% | +17.2% | -3.6% | +8.5% |
| 3M | -4.2% | +8.9% | -13.1% | -6.7% |
| 6M | -11.9% | +11.3% | -23.2% | -14.9% |
| YTD | -15.6% | +21.9% | -37.5% | -21.3% |
| 1Y | -16.8% | +31.6% | -48.3% | -24.3% |
| 3Y | +20.8% | +38.1% | -17.3% | +5.4% |
| 5Y | +48.0% | +15.7% | +32.3% | +34.7% |
| 10Y | +234.7% | +107.5% | +127.3% | +135.8% |
| All | +310.6% | +124.8% | +185.8% | +186.8% |
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