+309.1%
TMUS vs XLB
+159.0%
+150.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | -0.3% | -0.2% | 0.0% | -0.1% |
| 30D | +3.1% | -1.7% | +4.9% | +4.0% |
| 3M | +2.4% | +4.4% | -1.9% | +0.1% |
| 6M | -17.1% | +5.0% | -22.1% | -19.5% |
| YTD | -9.1% | +15.5% | -24.5% | -16.2% |
| 1Y | -23.6% | +14.9% | -38.5% | -29.6% |
| 3Y | +38.8% | +34.5% | +4.3% | +15.6% |
| 5Y | +43.0% | +36.5% | +6.4% | +16.4% |
| 10Y | +309.1% | +159.6% | +149.5% | +101.8% |
| All | +309.1% | +159.0% | +150.1% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling