+234.7%
TMUS vs XLB
+173.6%
+61.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.2% |
| 7D | +5.3% | -1.4% | +6.7% | +6.1% |
| 30D | +13.5% | +7.1% | +6.4% | +9.8% |
| 3M | -4.2% | +0.6% | -4.8% | -4.6% |
| 6M | -11.9% | +3.5% | -15.4% | -13.6% |
| YTD | -15.6% | +18.2% | -33.8% | -23.1% |
| 1Y | -16.8% | +25.6% | -42.4% | -26.6% |
| 3Y | +20.8% | +46.7% | -25.9% | -3.7% |
| 5Y | +48.0% | +30.9% | +17.1% | +24.3% |
| 10Y | +234.7% | +167.7% | +67.0% | +83.5% |
| All | +234.7% | +173.6% | +61.1% | +83.5% |
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