+317.5%
TMUS vs XLY
+220.9%
+96.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +0.4% | -1.7% | +2.1% | +1.3% |
| 30D | +3.5% | -4.2% | +7.7% | +5.6% |
| 3M | -1.3% | -2.7% | +1.4% | -0.1% |
| 6M | -13.6% | -0.6% | -13.0% | -13.8% |
| YTD | -8.8% | -5.0% | -3.7% | -7.2% |
| 1Y | -22.9% | -4.1% | -18.8% | -22.2% |
| 3Y | +36.7% | +33.6% | +3.1% | +12.0% |
| 5Y | +46.6% | +28.7% | +17.9% | +19.1% |
| All | +317.5% | +220.9% | +96.6% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling