+22.2%
TMUS vs XLU
+59.2%
-37.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +6.5% | +1.2% | +5.3% | +6.0% |
| 30D | +11.3% | +4.6% | +6.6% | +9.5% |
| 3M | -2.9% | +0.7% | -3.6% | -3.0% |
| 6M | -10.5% | -1.7% | -8.8% | -9.9% |
| YTD | -14.4% | +4.8% | -19.2% | -16.2% |
| 1Y | -17.9% | +0.2% | -18.1% | -18.1% |
| All | +22.2% | +59.2% | -37.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling