-16.3%
TMUS vs EXEL
+74.8%
-91.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +4.4% |
| 7D | +5.3% | +2.3% | +3.0% | +5.6% |
| 30D | +13.5% | +19.8% | -6.3% | +16.1% |
| 3M | -4.2% | +32.7% | -36.9% | -0.6% |
| 6M | -11.9% | +49.0% | -60.9% | -7.2% |
| YTD | -15.6% | +63.7% | -79.2% | -10.1% |
| All | -16.3% | +74.8% | -91.2% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling