+48.7%
TMUS vs XEL
+47.4%
+1.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +9.5% | +1.7% | +7.8% | +8.9% |
| 30D | +13.8% | +8.6% | +5.2% | +10.7% |
| 3M | -4.6% | +5.1% | -9.6% | -6.3% |
| 6M | -11.7% | +2.5% | -14.2% | -12.6% |
| YTD | -15.4% | +11.0% | -26.4% | -18.7% |
| 1Y | -16.1% | +2.7% | -18.9% | -17.2% |
| 3Y | +20.5% | +49.7% | -29.3% | +4.9% |
| 5Y | +48.7% | +46.1% | +2.6% | +33.8% |
| All | +48.7% | +47.4% | +1.3% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling