+20.5%
TMUS vs EXC
+29.1%
-8.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +13.8% | +9.0% | +4.8% | +10.5% |
| 3M | -4.6% | +3.3% | -7.9% | -5.7% |
| 6M | -11.7% | +5.7% | -17.4% | -13.5% |
| YTD | -15.4% | +7.3% | -22.7% | -17.6% |
| 1Y | -16.1% | +2.9% | -19.1% | -17.2% |
| 3Y | +20.5% | +29.3% | -8.8% | +13.4% |
| All | +20.5% | +29.1% | -8.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling