+291.7%
TMUS vs XEL
+545.9%
-254.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +9.5% | +1.7% | +7.8% | +8.5% |
| 30D | +13.8% | +8.6% | +5.2% | +9.0% |
| 3M | -4.6% | +5.1% | -9.6% | -7.2% |
| 6M | -11.7% | +2.5% | -14.2% | -13.2% |
| YTD | -15.4% | +11.0% | -26.4% | -20.6% |
| 1Y | -16.1% | +2.7% | -18.9% | -18.0% |
| 3Y | +20.5% | +49.7% | -29.3% | -5.9% |
| 5Y | +48.7% | +46.1% | +2.6% | +15.3% |
| 10Y | +240.8% | +181.5% | +59.3% | +59.6% |
| All | +291.7% | +545.9% | -254.3% | -9.8% |
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 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