+317.8%
TMUS vs XME
+412.4%
-94.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +0.1% | +1.4% | -1.3% | -0.3% |
| 3M | -0.6% | +2.7% | -3.3% | -1.6% |
| 6M | -17.5% | +6.5% | -24.1% | -19.6% |
| YTD | -11.3% | +15.2% | -26.4% | -15.8% |
| 1Y | -25.4% | +43.5% | -68.9% | -33.6% |
| 3Y | +35.5% | +135.9% | -100.3% | +3.1% |
| 5Y | +41.9% | +181.5% | -139.5% | -0.7% |
| 10Y | +317.8% | +436.9% | -119.0% | +108.1% |
| All | +317.8% | +412.4% | -94.6% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling