+41.0%
TMUS vs XLB
+29.2%
+11.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +3.6% | -1.5% | +5.1% | +4.1% |
| 30D | -3.4% | +6.1% | -9.4% | -5.4% |
| 3M | -9.5% | 0.0% | -9.5% | -9.5% |
| 6M | -15.2% | 0.0% | -15.1% | -15.3% |
| YTD | -18.9% | +16.0% | -34.9% | -23.9% |
| 1Y | -17.7% | +24.7% | -42.4% | -25.0% |
| 3Y | +15.6% | +40.4% | -24.7% | -1.9% |
| All | +41.0% | +29.2% | +11.7% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling