+42.8%
TMUS vs XHB
+40.6%
+2.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -3.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +5.3% | -6.9% | +12.1% | +6.5% |
| 3M | +3.1% | -1.3% | +4.4% | +3.0% |
| 6M | -16.5% | -6.8% | -9.7% | -15.7% |
| YTD | -9.2% | +0.7% | -9.9% | -10.1% |
| 1Y | -26.5% | -11.2% | -15.2% | -25.3% |
| 3Y | +39.0% | +25.3% | +13.7% | +24.7% |
| All | +42.8% | +40.6% | +2.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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