+320.5%
TMUS vs XLU
+306.7%
+13.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.4% |
| 30D | +5.3% | -1.3% | +6.6% | +6.0% |
| 3M | +3.1% | -1.3% | +4.5% | +3.8% |
| 6M | -16.5% | -7.6% | -8.8% | -12.5% |
| YTD | -9.2% | +2.3% | -11.4% | -11.1% |
| 1Y | -26.5% | +5.8% | -32.3% | -29.8% |
| 3Y | +39.0% | +50.5% | -11.5% | +3.4% |
| 5Y | +40.4% | +44.1% | -3.7% | +5.9% |
| 10Y | +303.7% | +138.2% | +165.5% | +96.6% |
| All | +320.5% | +306.7% | +13.7% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling