+195.2%
TMUS vs XLC
+137.2%
+58.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | +4.9% | +3.7% | +1.2% | +2.7% |
| 30D | +7.7% | -1.9% | +9.6% | +8.9% |
| 3M | -6.8% | -3.1% | -3.7% | -5.1% |
| 6M | -9.7% | -6.4% | -3.3% | -6.1% |
| YTD | -15.0% | -6.8% | -8.1% | -11.6% |
| 1Y | -19.1% | -1.7% | -17.4% | -18.6% |
| 3Y | +21.4% | +64.7% | -43.3% | -11.8% |
| 5Y | +51.2% | +41.1% | +10.1% | +21.2% |
| All | +195.2% | +137.2% | +58.0% | +49.4% |
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