+234.7%
TMUS vs EXEL
+445.6%
-210.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.7% |
| 7D | +5.3% | +2.3% | +3.0% | +5.0% |
| 30D | +13.5% | +19.8% | -6.3% | +11.0% |
| 3M | -4.2% | +32.7% | -36.9% | -7.7% |
| 6M | -11.9% | +49.0% | -60.9% | -16.7% |
| YTD | -15.6% | +63.7% | -79.2% | -21.6% |
| 1Y | -16.8% | +75.8% | -92.6% | -23.5% |
| 3Y | +20.8% | +241.3% | -220.5% | -1.8% |
| 5Y | +48.0% | +289.0% | -241.0% | +16.7% |
| 10Y | +234.7% | +377.6% | -142.9% | +155.3% |
| All | +234.7% | +445.6% | -210.8% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling