+320.5%
TMUS vs XLB
+313.7%
+6.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.2% |
| 7D | +0.1% | -1.4% | +1.5% | +1.0% |
| 30D | +5.3% | -0.4% | +5.6% | +5.4% |
| 3M | +3.1% | +2.0% | +1.2% | +1.6% |
| 6M | -16.5% | +1.8% | -18.3% | -18.1% |
| YTD | -9.2% | +16.6% | -25.7% | -19.2% |
| 1Y | -26.5% | +16.9% | -43.4% | -35.0% |
| 3Y | +39.0% | +32.6% | +6.5% | +10.2% |
| 5Y | +40.4% | +35.6% | +4.7% | +6.9% |
| 10Y | +303.7% | +160.0% | +143.7% | +78.3% |
| All | +320.5% | +313.7% | +6.8% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling