+41.0%
TMUS vs USFR
+21.3%
+19.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -3.4% | +0.4% | -3.8% | -3.7% |
| 3M | -9.5% | +1.1% | -10.5% | -10.2% |
| 6M | -15.2% | +2.1% | -17.2% | -15.8% |
| YTD | -18.9% | +3.4% | -22.3% | -18.8% |
| 1Y | -17.7% | +4.1% | -21.8% | -17.2% |
| 3Y | +15.6% | +14.4% | +1.2% | +30.0% |
| All | +41.0% | +21.3% | +19.6% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling