+317.8%
TMUS vs XYZ
+580.4%
-262.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -5.3% | -3.7% | -1.6% | -4.9% |
| 30D | +0.1% | +0.5% | -0.4% | 0.0% |
| 3M | -0.6% | +16.3% | -16.9% | -2.7% |
| 6M | -17.5% | +21.1% | -38.7% | -20.0% |
| YTD | -11.3% | +22.0% | -33.2% | -14.4% |
| 1Y | -25.4% | +5.2% | -30.5% | -26.9% |
| 3Y | +35.5% | +49.6% | -14.1% | +20.9% |
| 5Y | +41.9% | -68.4% | +110.3% | +53.3% |
| 10Y | +317.8% | +604.5% | -286.7% | +151.1% |
| All | +317.8% | +580.4% | -262.6% | +151.1% |
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