+309.1%
TMUS vs EXEL
+380.2%
-71.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -0.3% | +1.4% | -1.6% | -0.4% |
| 30D | +3.1% | +6.7% | -3.5% | +2.3% |
| 3M | +2.4% | +11.5% | -9.0% | +0.8% |
| 6M | -17.1% | +38.8% | -55.9% | -21.0% |
| YTD | -9.1% | +31.6% | -40.7% | -13.0% |
| 1Y | -23.6% | +53.0% | -76.6% | -28.7% |
| 3Y | +38.8% | +160.8% | -122.0% | +17.6% |
| 5Y | +43.0% | +190.1% | -147.1% | +17.7% |
| 10Y | +309.1% | +367.0% | -57.9% | +207.8% |
| All | +309.1% | +380.2% | -71.1% | +207.8% |
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