+15.6%
TMUS vs EXEL
+231.1%
-215.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | -3.4% | +19.0% | -22.4% | -3.6% |
| 3M | -9.5% | +33.3% | -42.7% | -9.8% |
| 6M | -15.2% | +42.9% | -58.0% | -15.8% |
| YTD | -18.9% | +58.7% | -77.7% | -20.0% |
| 1Y | -17.7% | +70.5% | -88.2% | -19.2% |
| 3Y | +15.6% | +233.8% | -218.2% | +8.5% |
| All | +15.6% | +231.1% | -215.5% | +8.5% |
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 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