+38.8%
TMUS vs XEL
+50.2%
-11.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.7% |
| 30D | +3.1% | -1.5% | +4.7% | +3.6% |
| 3M | +2.4% | -0.2% | +2.6% | +2.4% |
| 6M | -17.1% | -5.4% | -11.6% | -15.8% |
| YTD | -9.1% | +5.6% | -14.7% | -10.8% |
| 1Y | -23.6% | +10.5% | -34.1% | -26.2% |
| 3Y | +38.8% | +49.2% | -10.3% | +29.1% |
| All | +38.8% | +50.2% | -11.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling