+51.8%
TMUS vs XLB
+28.0%
+23.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | +7.7% | +5.2% | +2.6% | +5.8% |
| 3M | -6.8% | +0.3% | -7.1% | -6.9% |
| 6M | -9.7% | +1.2% | -10.8% | -10.2% |
| YTD | -15.0% | +16.6% | -31.6% | -20.3% |
| 1Y | -19.1% | +21.4% | -40.6% | -25.5% |
| 3Y | +21.4% | +43.2% | -21.8% | +2.1% |
| All | +51.8% | +28.0% | +23.8% | +38.9% |
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