-22.9%
TMUS vs XLU
+3.1%
-26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.9% |
| 30D | +3.5% | -3.3% | +6.8% | +4.5% |
| 3M | -1.3% | -3.2% | +1.8% | -0.4% |
| 6M | -13.6% | -7.0% | -6.7% | -12.1% |
| YTD | -8.8% | +0.6% | -9.4% | -8.6% |
| 1Y | -22.9% | +2.4% | -25.3% | -22.3% |
| All | -22.9% | +3.1% | -26.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling