+275.3%
TMUS vs XME
+97.6%
+177.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.2% |
| 7D | +3.6% | -4.5% | +8.0% | +5.0% |
| 30D | -3.4% | -10.9% | +7.5% | -0.1% |
| 3M | -9.5% | -15.3% | +5.8% | -5.4% |
| 6M | -15.2% | -24.6% | +9.4% | -8.7% |
| YTD | -18.9% | -9.6% | -9.3% | -19.7% |
| 1Y | -17.7% | +2.9% | -20.6% | -22.6% |
| 3Y | +15.6% | +86.9% | -71.3% | -16.4% |
| 5Y | +38.9% | +115.2% | -76.3% | -8.8% |
| 10Y | +245.3% | +305.7% | -60.5% | +58.4% |
| All | +275.3% | +97.6% | +177.7% | +78.5% |
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