+13.5%
TMUS vs XLC
-3.5%
+17.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +3.0% |
| 7D | +5.3% | +7.1% | -1.7% | +2.8% |
| 30D | +13.5% | -2.7% | +16.3% | +14.0% |
| All | +13.5% | -3.5% | +17.1% | +14.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling