+39.1%
TMUS vs XLC
+74.0%
-35.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +5.3% | +1.0% | +4.2% | +4.9% |
| 3M | +3.1% | -0.7% | +3.8% | +3.3% |
| 6M | -16.5% | -5.1% | -11.3% | -15.0% |
| YTD | -9.2% | -4.3% | -4.9% | -7.9% |
| 1Y | -26.5% | -0.6% | -25.9% | -26.5% |
| All | +39.1% | +74.0% | -35.0% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling