+320.5%
TMUS vs EXC
+73.3%
+247.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.3% | -3.7% | +9.0% | +6.9% |
| 3M | +3.1% | -1.3% | +4.4% | +3.5% |
| 6M | -16.5% | -9.7% | -6.7% | -12.9% |
| YTD | -9.2% | +2.9% | -12.1% | -10.8% |
| 1Y | -26.5% | +4.4% | -30.9% | -28.3% |
| 3Y | +39.0% | +22.2% | +16.8% | +24.8% |
| 5Y | +40.4% | +46.7% | -6.3% | +14.5% |
| 10Y | +303.7% | +155.3% | +148.4% | +142.5% |
| All | +320.5% | +73.3% | +247.1% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling