+293.7%
TMUS vs XEL
+557.9%
-264.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +4.9% | +2.4% | +2.5% | +3.6% |
| 30D | +7.7% | +8.3% | -0.6% | +3.3% |
| 3M | -6.8% | +4.2% | -11.0% | -9.0% |
| 6M | -9.7% | +3.7% | -13.4% | -11.8% |
| YTD | -15.0% | +13.1% | -28.0% | -20.9% |
| 1Y | -19.1% | +5.0% | -24.1% | -21.8% |
| 3Y | +21.4% | +55.0% | -33.5% | -7.0% |
| 5Y | +51.2% | +51.8% | -0.6% | +14.7% |
| 10Y | +240.2% | +185.6% | +54.6% | +58.3% |
| All | +293.7% | +557.9% | -264.3% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling