+309.1%
TMUS vs XRT
+123.1%
+186.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +3.1% | -5.6% | +8.8% | +4.9% |
| 3M | +2.4% | +2.5% | -0.1% | +1.7% |
| 6M | -17.1% | +3.7% | -20.7% | -18.1% |
| YTD | -9.1% | +1.0% | -10.0% | -9.7% |
| 1Y | -23.6% | -1.2% | -22.4% | -23.8% |
| 3Y | +38.8% | +43.4% | -4.5% | +20.6% |
| 5Y | +43.0% | -0.7% | +43.7% | +37.7% |
| 10Y | +309.1% | +123.7% | +185.4% | +150.3% |
| All | +309.1% | +123.1% | +186.0% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XRT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling