+41.0%
TMUS vs EXC
+41.2%
-0.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.6% |
| 7D | +3.6% | -1.2% | +4.7% | +4.1% |
| 30D | -3.4% | +10.0% | -13.3% | -6.7% |
| 3M | -9.5% | +1.6% | -11.1% | -10.1% |
| 6M | -15.2% | +3.3% | -18.4% | -16.4% |
| YTD | -18.9% | +7.6% | -26.5% | -21.5% |
| 1Y | -17.7% | +3.5% | -21.2% | -19.1% |
| 3Y | +15.6% | +27.7% | -12.0% | +4.8% |
| All | +41.0% | +41.2% | -0.2% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling