-21.2%
TMUS vs XLB
+29.8%
-51.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.6% |
| 7D | +7.5% | +3.9% | +3.6% | +6.9% |
| 30D | -3.3% | +8.9% | -12.2% | -4.3% |
| 3M | -9.7% | +4.1% | -13.8% | -10.1% |
| 6M | -17.2% | +7.3% | -24.5% | -17.7% |
| YTD | -20.3% | +20.4% | -40.7% | -20.7% |
| 1Y | -21.2% | +29.5% | -50.8% | -22.1% |
| All | -21.2% | +29.8% | -51.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling