+39.1%
TMUS vs USFR
+14.0%
+25.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +5.3% | +0.3% | +5.0% | +4.4% |
| 3M | +3.1% | +1.0% | +2.1% | +1.2% |
| 6M | -16.5% | +1.9% | -18.4% | -18.5% |
| YTD | -9.2% | +2.6% | -11.8% | -11.5% |
| 1Y | -26.5% | +4.0% | -30.5% | -28.5% |
| All | +39.1% | +14.0% | +25.1% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling