+239.9%
TMUS vs XEL
+187.3%
+52.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +6.5% | +1.4% | +5.1% | +5.9% |
| 30D | +11.3% | +9.2% | +2.1% | +7.6% |
| 3M | -2.9% | +4.5% | -7.4% | -4.6% |
| 6M | -10.5% | +3.6% | -14.1% | -11.9% |
| YTD | -14.4% | +12.9% | -27.3% | -18.7% |
| 1Y | -17.9% | +4.1% | -22.0% | -19.5% |
| 3Y | +21.9% | +52.3% | -30.5% | +2.3% |
| 5Y | +52.1% | +51.6% | +0.5% | +26.8% |
| All | +239.9% | +187.3% | +52.6% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling