+320.5%
TMUS vs XHB
+263.8%
+56.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -3.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +5.3% | -6.9% | +12.1% | +8.5% |
| 3M | +3.1% | -1.3% | +4.4% | +2.9% |
| 6M | -16.5% | -6.8% | -9.7% | -15.2% |
| YTD | -9.2% | +0.7% | -9.9% | -11.4% |
| 1Y | -26.5% | -11.2% | -15.2% | -24.4% |
| 3Y | +39.0% | +25.3% | +13.7% | +15.6% |
| 5Y | +40.4% | +37.3% | +3.1% | +7.9% |
| 10Y | +303.7% | +211.5% | +92.2% | +91.4% |
| All | +320.5% | +263.8% | +56.7% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling