-21.2%
TMUS vs XYZ
+19.9%
-41.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.3% | -12.2% | +3.6% |
| 7D | +7.5% | +16.5% | -9.0% | +8.1% |
| 30D | -3.3% | +15.0% | -18.3% | -2.8% |
| 3M | -9.7% | +3.5% | -13.2% | -9.7% |
| 6M | -17.2% | +21.9% | -39.1% | -16.0% |
| YTD | -20.3% | +34.6% | -55.0% | -17.6% |
| 1Y | -21.2% | +20.7% | -41.9% | -19.4% |
| All | -21.2% | +19.9% | -41.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling