+406.0%
TMUS vs XYZ
+638.9%
-232.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.4% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +5.3% | -1.7% | +7.0% | +5.4% |
| 3M | +3.1% | +16.7% | -13.6% | +1.0% |
| 6M | -16.5% | +26.9% | -43.3% | -19.3% |
| YTD | -9.2% | +27.1% | -36.3% | -12.7% |
| 1Y | -26.5% | +9.3% | -35.7% | -28.3% |
| 3Y | +39.0% | +42.3% | -3.3% | +25.6% |
| 5Y | +40.4% | -69.3% | +109.7% | +51.4% |
| 10Y | +303.7% | +586.8% | -283.1% | +160.9% |
| All | +406.0% | +638.9% | -232.9% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling