+244.6%
TMUS vs EXC
+197.6%
+47.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.2% | -1.4% | +9.5% | +8.7% |
| 30D | +13.4% | +8.3% | +5.1% | +9.9% |
| 3M | -3.0% | +2.6% | -5.7% | -4.1% |
| 6M | -8.8% | +5.2% | -14.0% | -10.7% |
| YTD | -13.8% | +7.5% | -21.4% | -16.6% |
| 1Y | -17.1% | +3.2% | -20.2% | -18.5% |
| 3Y | +22.7% | +29.5% | -6.9% | +9.3% |
| 5Y | +52.8% | +39.7% | +13.2% | +30.9% |
| 10Y | +244.6% | +200.1% | +44.6% | +136.3% |
| All | +244.6% | +197.6% | +47.0% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling