+20.8%
TMUS vs XYZ
+67.7%
-46.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +4.1% |
| 7D | +5.3% | +14.9% | -9.5% | +5.2% |
| 30D | +13.5% | +14.7% | -1.1% | +13.4% |
| 3M | -4.2% | +12.1% | -16.3% | -4.4% |
| 6M | -11.9% | +18.3% | -30.2% | -12.0% |
| YTD | -15.6% | +36.1% | -51.6% | -15.6% |
| 1Y | -16.8% | +35.3% | -52.1% | -16.8% |
| 3Y | +20.8% | +73.5% | -52.7% | +22.3% |
| All | +20.8% | +67.7% | -46.9% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling