+533.6%
TMUS vs USFR
+27.5%
+506.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +3.1% | +1.0% | +2.1% | +2.7% |
| 6M | -16.5% | +1.9% | -18.4% | -17.1% |
| YTD | -9.2% | +2.6% | -11.8% | -10.1% |
| 1Y | -26.5% | +4.0% | -30.5% | -27.6% |
| 3Y | +39.0% | +14.1% | +24.9% | +32.0% |
| 5Y | +40.4% | +20.4% | +20.0% | +30.3% |
| 10Y | +303.7% | +28.0% | +275.7% | +263.7% |
| All | +533.6% | +27.5% | +506.1% | +467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling