+275.3%
TMUS vs EXEL
+553.2%
-278.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | -3.4% | +19.0% | -22.4% | -6.2% |
| 3M | -9.5% | +33.3% | -42.7% | -13.8% |
| 6M | -15.2% | +42.9% | -58.0% | -20.6% |
| YTD | -18.9% | +58.7% | -77.7% | -25.8% |
| 1Y | -17.7% | +70.5% | -88.2% | -25.7% |
| 3Y | +15.6% | +233.8% | -218.2% | -9.3% |
| 5Y | +38.9% | +259.3% | -220.4% | +6.2% |
| 10Y | +245.3% | +484.1% | -238.9% | +119.4% |
| All | +275.3% | +553.2% | -278.0% | +50.9% |
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