+298.8%
TMUS vs XME
+105.6%
+193.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.6% |
| 7D | +8.2% | +1.5% | +6.6% | +7.5% |
| 30D | +13.4% | -7.3% | +20.6% | +15.8% |
| 3M | -3.0% | -17.4% | +14.4% | +2.4% |
| 6M | -8.8% | -21.8% | +13.0% | -3.0% |
| YTD | -13.8% | -6.0% | -7.9% | -15.8% |
| 1Y | -17.1% | +3.8% | -20.9% | -22.1% |
| 3Y | +22.7% | +100.0% | -77.4% | -13.4% |
| 5Y | +52.8% | +116.1% | -63.2% | +0.6% |
| 10Y | +244.6% | +280.6% | -36.0% | +63.1% |
| All | +298.8% | +105.6% | +193.2% | +87.2% |
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