+48.0%
TMUS vs XYZ
-62.9%
+110.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.9% |
| 7D | +5.3% | +14.9% | -9.5% | +4.4% |
| 30D | +13.5% | +14.7% | -1.1% | +12.5% |
| 3M | -4.2% | +12.1% | -16.3% | -5.1% |
| 6M | -11.9% | +18.3% | -30.2% | -13.1% |
| YTD | -15.6% | +36.1% | -51.6% | -17.7% |
| 1Y | -16.8% | +35.3% | -52.1% | -18.9% |
| 3Y | +20.8% | +73.5% | -52.7% | +11.9% |
| 5Y | +48.0% | -61.6% | +109.7% | +46.4% |
| All | +48.0% | -62.9% | +110.9% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling