+237.8%
TMUS vs XYZ
+597.9%
-360.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.0% |
| 7D | +4.9% | -1.1% | +6.0% | +5.0% |
| 30D | +7.7% | +11.5% | -3.8% | +6.1% |
| 3M | -6.8% | +1.8% | -8.6% | -7.3% |
| 6M | -9.7% | +21.2% | -30.9% | -12.3% |
| YTD | -15.0% | +29.9% | -44.9% | -18.8% |
| 1Y | -19.1% | +35.8% | -54.9% | -23.3% |
| 3Y | +21.4% | +62.6% | -41.2% | +7.3% |
| 5Y | +51.2% | -62.8% | +114.0% | +59.1% |
| All | +237.8% | +597.9% | -360.1% | +100.6% |
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