+215.6%
TMUS vs XLC
+142.6%
+73.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -0.3% | +0.6% | -0.8% | -0.6% |
| 30D | +3.1% | +0.2% | +2.9% | +3.0% |
| 3M | +2.4% | +0.6% | +1.8% | +2.2% |
| 6M | -17.1% | -4.5% | -12.6% | -14.9% |
| YTD | -9.1% | -4.7% | -4.4% | -6.7% |
| 1Y | -23.6% | -1.7% | -22.0% | -23.1% |
| 3Y | +38.8% | +72.3% | -33.4% | -1.9% |
| 5Y | +43.0% | +37.8% | +5.2% | +17.4% |
| All | +215.6% | +142.6% | +73.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling