+38.8%
TMUS vs XYZ
+43.0%
-4.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | -0.3% | +2.9% | -3.1% | -0.3% |
| 30D | +3.1% | +1.4% | +1.7% | +3.1% |
| 3M | +2.4% | +14.6% | -12.1% | +2.2% |
| 6M | -17.1% | +20.8% | -37.8% | -17.3% |
| YTD | -9.1% | +23.1% | -32.1% | -9.3% |
| 1Y | -23.6% | +5.6% | -29.3% | -23.4% |
| 3Y | +38.8% | +50.9% | -12.1% | +33.4% |
| All | +38.8% | +43.0% | -4.2% | +33.4% |
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 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