-15.2%
TMUS vs XHB
-2.0%
-13.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +3.6% | +1.3% | +2.3% | +3.5% |
| 30D | -3.4% | +7.8% | -11.2% | -3.5% |
| 3M | -9.5% | -5.5% | -4.0% | -10.1% |
| 6M | -15.2% | -2.6% | -12.6% | -16.1% |
| All | -15.2% | -2.0% | -13.1% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling