+239.9%
TMUS vs EXC
+201.2%
+38.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -1.9% | +8.4% | +7.3% |
| 30D | +11.3% | +7.8% | +3.5% | +8.1% |
| 3M | -2.9% | +1.9% | -4.8% | -3.6% |
| 6M | -10.5% | +3.4% | -13.9% | -11.9% |
| YTD | -14.4% | +7.6% | -22.0% | -17.2% |
| 1Y | -17.9% | +2.1% | -20.0% | -18.9% |
| 3Y | +21.9% | +29.6% | -7.7% | +8.6% |
| 5Y | +52.1% | +39.5% | +12.6% | +30.3% |
| All | +239.9% | +201.2% | +38.7% | +134.5% |
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