+239.9%
TMUS vs XYZ
+578.7%
-338.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.2% |
| 7D | +6.5% | -2.1% | +8.6% | +6.8% |
| 30D | +11.3% | +7.0% | +4.2% | +10.2% |
| 3M | -2.9% | +5.1% | -8.0% | -3.7% |
| 6M | -10.5% | +14.1% | -24.6% | -12.5% |
| YTD | -14.4% | +26.4% | -40.8% | -18.0% |
| 1Y | -17.9% | +25.1% | -43.0% | -21.3% |
| 3Y | +21.9% | +59.7% | -37.9% | +7.8% |
| 5Y | +52.1% | -63.8% | +115.9% | +60.6% |
| All | +239.9% | +578.7% | -338.8% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling