+39.5%
TMUS vs EXEL
+160.6%
-121.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | +0.1% | +8.4% | -8.3% | -0.1% |
| 30D | +5.3% | +4.1% | +1.2% | +5.1% |
| 3M | +3.1% | +12.4% | -9.3% | +2.7% |
| 6M | -16.5% | +41.5% | -58.0% | -17.8% |
| YTD | -9.2% | +34.6% | -43.8% | -10.4% |
| 1Y | -26.5% | +57.9% | -84.3% | -28.4% |
| All | +39.5% | +160.6% | -121.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling