+22.2%
TMUS vs XLB
+44.2%
-22.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +11.3% | +5.3% | +6.0% | +10.0% |
| 3M | -2.9% | 0.0% | -2.9% | -2.9% |
| 6M | -10.5% | +1.2% | -11.8% | -10.8% |
| YTD | -14.4% | +16.9% | -31.3% | -17.9% |
| 1Y | -17.9% | +20.9% | -38.8% | -22.0% |
| All | +22.2% | +44.2% | -22.0% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling