-16.3%
TMUS vs XLB
+24.8%
-41.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.8% |
| 7D | +5.3% | -1.4% | +6.7% | +5.5% |
| 30D | +13.5% | +7.1% | +6.4% | +12.7% |
| 3M | -4.2% | +0.6% | -4.8% | -4.3% |
| 6M | -11.9% | +3.5% | -15.4% | -12.3% |
| YTD | -15.6% | +18.2% | -33.8% | -14.8% |
| All | -16.3% | +24.8% | -41.1% | -15.4% |
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