+291.7%
TMUS vs XHB
+265.5%
+26.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +1.4% |
| 7D | +9.5% | +1.2% | +8.3% | +8.8% |
| 30D | +13.8% | +8.9% | +4.9% | +9.4% |
| 3M | -4.6% | -4.2% | -0.4% | -3.1% |
| 6M | -11.7% | +1.4% | -13.1% | -13.3% |
| YTD | -15.4% | +1.2% | -16.6% | -17.9% |
| 1Y | -16.1% | -1.3% | -14.9% | -17.9% |
| 3Y | +20.5% | +36.6% | -16.1% | -4.0% |
| 5Y | +48.7% | +34.3% | +14.5% | +15.5% |
| 10Y | +240.8% | +241.1% | -0.3% | +53.6% |
| All | +291.7% | +265.5% | +26.1% | +44.7% |
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