-8.8%
TMUS vs EXE
-7.6%
-1.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +8.2% | +1.5% | +6.6% | +8.0% |
| 30D | +13.4% | -0.2% | +13.6% | +13.1% |
| 3M | -3.0% | -9.2% | +6.2% | -3.1% |
| 6M | -8.8% | -7.2% | -1.5% | -7.5% |
| All | -8.8% | -7.6% | -1.1% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling