-17.9%
TMUS vs XEL
+3.5%
-21.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +6.5% | +1.4% | +5.1% | +6.0% |
| 30D | +11.3% | +9.2% | +2.1% | +8.4% |
| 3M | -2.9% | +4.5% | -7.4% | -3.9% |
| 6M | -10.5% | +3.6% | -14.1% | -11.3% |
| YTD | -14.4% | +12.9% | -27.3% | -17.2% |
| 1Y | -17.9% | +4.1% | -22.0% | -17.6% |
| All | -17.9% | +3.5% | -21.4% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling