+47.5%
TMUS vs XLY
+28.1%
+19.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +0.4% | -1.7% | +2.1% | +0.9% |
| 30D | +3.5% | -4.2% | +7.7% | +4.7% |
| 3M | -1.3% | -2.7% | +1.4% | -0.6% |
| 6M | -13.6% | -0.6% | -13.0% | -13.6% |
| YTD | -8.8% | -5.0% | -3.7% | -7.8% |
| 1Y | -22.9% | -4.1% | -18.8% | -22.4% |
| 3Y | +36.7% | +33.6% | +3.1% | +22.0% |
| All | +47.5% | +28.1% | +19.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling