+234.7%
TMUS vs XME
+294.4%
-59.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +3.1% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +13.5% | -7.3% | +20.9% | +14.9% |
| 3M | -4.2% | -14.8% | +10.5% | -1.8% |
| 6M | -11.9% | -18.4% | +6.5% | -9.3% |
| YTD | -15.6% | -4.7% | -10.9% | -17.2% |
| 1Y | -16.8% | +5.7% | -22.5% | -20.6% |
| 3Y | +20.8% | +104.0% | -83.2% | -6.0% |
| 5Y | +48.0% | +122.4% | -74.4% | +9.1% |
| 10Y | +234.7% | +285.4% | -50.6% | +82.6% |
| All | +234.7% | +294.4% | -59.6% | +82.6% |
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