+320.5%
TMUS vs XME
+150.6%
+169.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.3% | +6.0% | -0.7% | +2.8% |
| 3M | +3.1% | -7.7% | +10.9% | +4.8% |
| 6M | -16.5% | +1.0% | -17.4% | -18.6% |
| YTD | -9.2% | +14.6% | -23.8% | -16.3% |
| 1Y | -26.5% | +46.0% | -72.4% | -38.8% |
| 3Y | +39.0% | +127.0% | -88.0% | -5.0% |
| 5Y | +40.4% | +175.8% | -135.4% | -14.9% |
| 10Y | +303.7% | +414.6% | -110.9% | +71.7% |
| All | +320.5% | +150.6% | +169.8% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling