-19.1%
TMUS vs EXE
-23.9%
+4.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | +4.9% | +5.3% | -0.4% | +4.4% |
| 30D | +7.7% | -2.2% | +9.9% | +7.8% |
| 3M | -6.8% | -5.9% | -0.9% | -6.4% |
| 6M | -9.7% | -5.7% | -4.0% | -9.0% |
| YTD | -15.0% | -17.8% | +2.9% | -13.1% |
| 1Y | -19.1% | -23.1% | +4.0% | -17.2% |
| All | -19.1% | -23.9% | +4.8% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling