+41.9%
TMUS vs XLU
+43.5%
-1.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -5.3% | +0.6% | -6.0% | -5.6% |
| 30D | +0.1% | -0.4% | +0.5% | +0.2% |
| 3M | -0.6% | -1.7% | +1.1% | +0.1% |
| 6M | -17.5% | -7.1% | -10.4% | -14.9% |
| YTD | -11.3% | +1.9% | -13.2% | -12.4% |
| 1Y | -25.4% | +6.1% | -31.5% | -27.9% |
| 3Y | +35.5% | +48.8% | -13.2% | +10.9% |
| 5Y | +41.9% | +43.8% | -1.9% | +14.9% |
| All | +41.9% | +43.5% | -1.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling