+237.8%
TMUS vs XME
+260.6%
-22.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +7.7% | -6.1% | +13.8% | +8.8% |
| 3M | -6.8% | -18.6% | +11.8% | -3.6% |
| 6M | -9.7% | -23.9% | +14.2% | -5.8% |
| YTD | -15.0% | -9.3% | -5.6% | -15.8% |
| 1Y | -19.1% | +1.8% | -20.9% | -22.3% |
| 3Y | +21.4% | +93.0% | -71.6% | -4.6% |
| 5Y | +51.2% | +107.0% | -55.8% | +13.3% |
| All | +237.8% | +260.6% | -22.8% | +83.9% |
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