+239.9%
TMUS vs EXEL
+325.9%
-85.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | +6.5% | +1.6% | +4.9% | +6.3% |
| 30D | +11.3% | +17.4% | -6.1% | +9.0% |
| 3M | -2.9% | +38.6% | -41.5% | -7.0% |
| 6M | -10.5% | +41.2% | -51.7% | -14.8% |
| YTD | -14.4% | +59.3% | -73.8% | -20.2% |
| 1Y | -17.9% | +60.2% | -78.1% | -23.6% |
| 3Y | +21.9% | +232.6% | -210.7% | -0.7% |
| 5Y | +52.1% | +285.9% | -233.7% | +19.9% |
| All | +239.9% | +325.9% | -85.9% | +153.5% |
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