+21.4%
TMUS vs EXC
+31.9%
-10.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | +7.7% | +8.6% | -0.9% | +4.7% |
| 3M | -6.8% | +2.4% | -9.2% | -7.6% |
| 6M | -9.7% | +6.5% | -16.1% | -11.8% |
| YTD | -15.0% | +9.0% | -24.0% | -17.7% |
| 1Y | -19.1% | +4.6% | -23.7% | -20.6% |
| 3Y | +21.4% | +33.5% | -12.1% | +13.7% |
| All | +21.4% | +31.9% | -10.4% | +13.7% |
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