+36.9%
TMUS vs EXE
+151.8%
-114.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +3.6% | -6.6% | +10.1% | +4.1% |
| 30D | -3.4% | -4.0% | +0.6% | -3.1% |
| 3M | -9.5% | -7.5% | -2.0% | -9.0% |
| 6M | -15.2% | -11.7% | -3.5% | -14.4% |
| YTD | -18.9% | -22.0% | +3.1% | -17.5% |
| 1Y | -17.7% | -21.8% | +4.1% | -16.3% |
| 3Y | +15.6% | +8.0% | +7.6% | +14.1% |
| 5Y | +38.9% | +62.3% | -23.4% | +33.4% |
| All | +36.9% | +151.8% | -114.9% | +33.0% |
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