+275.3%
TMUS vs XHB
+262.4%
+12.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | +3.6% | +1.3% | +2.3% | +2.9% |
| 30D | -3.4% | +7.8% | -11.2% | -6.6% |
| 3M | -9.5% | -5.5% | -4.0% | -7.5% |
| 6M | -15.2% | -2.6% | -12.6% | -15.3% |
| YTD | -18.9% | +0.4% | -19.3% | -21.0% |
| 1Y | -17.7% | -1.0% | -16.7% | -19.6% |
| 3Y | +15.6% | +37.3% | -21.7% | -8.2% |
| 5Y | +38.9% | +33.7% | +5.2% | +8.0% |
| 10Y | +245.3% | +256.9% | -11.6% | +51.8% |
| All | +275.3% | +262.4% | +12.9% | +39.2% |
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