+53.4%
TMUS vs EXE
+191.4%
-138.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +3.1% | +5.5% | -2.3% | +2.7% |
| 6M | -16.5% | -5.9% | -10.6% | -16.1% |
| YTD | -9.2% | -9.7% | +0.6% | -8.6% |
| 1Y | -26.5% | +3.6% | -30.1% | -26.9% |
| 3Y | +39.0% | +18.0% | +21.0% | +36.2% |
| 5Y | +40.4% | +109.4% | -69.0% | +33.2% |
| All | +53.4% | +191.4% | -138.0% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling