-23.6%
TMUS vs EXE
+3.8%
-27.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.3% | -1.8% | +1.5% | -0.2% |
| 30D | +3.1% | +6.4% | -3.3% | +2.8% |
| 3M | +2.4% | +9.2% | -6.8% | +2.1% |
| 6M | -17.1% | -7.0% | -10.1% | -16.7% |
| YTD | -9.1% | -9.5% | +0.4% | -8.6% |
| 1Y | -23.6% | +6.2% | -29.8% | -22.1% |
| All | -23.6% | +3.8% | -27.4% | -22.1% |
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