+320.5%
TMUS vs EXEL
+454.1%
-133.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +0.1% | +8.4% | -8.3% | -1.2% |
| 30D | +5.3% | +4.1% | +1.2% | +4.4% |
| 3M | +3.1% | +12.4% | -9.3% | +0.8% |
| 6M | -16.5% | +41.5% | -58.0% | -21.8% |
| YTD | -9.2% | +34.6% | -43.8% | -14.5% |
| 1Y | -26.5% | +57.9% | -84.3% | -32.9% |
| 3Y | +39.0% | +159.5% | -120.5% | +13.7% |
| 5Y | +40.4% | +198.5% | -158.1% | +10.5% |
| 10Y | +303.7% | +411.4% | -107.6% | +160.0% |
| All | +320.5% | +454.1% | -133.6% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling