-21.2%
TMUS vs XLY
+3.2%
-24.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.8% |
| 7D | +7.5% | +6.1% | +1.4% | +7.1% |
| 30D | -3.3% | +10.8% | -14.1% | -3.8% |
| 3M | -9.7% | +3.6% | -13.3% | -9.7% |
| 6M | -17.2% | +4.4% | -21.6% | -17.5% |
| YTD | -20.3% | +3.1% | -23.4% | -20.1% |
| 1Y | -21.2% | +3.6% | -24.8% | -20.9% |
| All | -21.2% | +3.2% | -24.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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