+42.5%
TMUS vs EXE
+155.8%
-113.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.0% |
| 7D | +5.3% | -3.9% | +9.3% | +5.7% |
| 30D | +13.5% | -2.6% | +16.1% | +13.7% |
| 3M | -4.2% | -6.9% | +2.6% | -3.7% |
| 6M | -11.9% | -9.3% | -2.6% | -11.3% |
| YTD | -15.6% | -20.7% | +5.2% | -14.2% |
| 1Y | -16.8% | -21.8% | +5.1% | -15.3% |
| 3Y | +20.8% | +16.2% | +4.6% | +18.4% |
| 5Y | +48.0% | +61.1% | -13.1% | +42.1% |
| All | +42.5% | +155.8% | -113.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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