+42.0%
TMUS vs EXE
+109.5%
-67.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +5.3% | +8.5% | -3.2% | +4.5% |
| 3M | +3.1% | +5.5% | -2.3% | +2.6% |
| 6M | -16.5% | -5.9% | -10.6% | -16.1% |
| YTD | -9.2% | -9.7% | +0.6% | -8.5% |
| 1Y | -26.5% | +3.6% | -30.1% | -27.0% |
| 3Y | +39.0% | +18.0% | +21.0% | +35.9% |
| All | +42.0% | +109.5% | -67.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling