+234.7%
TMUS vs XRT
+163.3%
+71.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.5% | +3.1% |
| 7D | +5.3% | +2.5% | +2.9% | +4.6% |
| 30D | +13.5% | +10.3% | +3.2% | +10.4% |
| 3M | -4.2% | +2.4% | -6.6% | -5.0% |
| 6M | -11.9% | +10.0% | -21.9% | -14.3% |
| YTD | -15.6% | +9.5% | -25.1% | -18.1% |
| 1Y | -16.8% | +17.2% | -33.9% | -21.0% |
| 3Y | +20.8% | +62.0% | -41.2% | +1.4% |
| 5Y | +48.0% | -2.1% | +50.1% | +44.1% |
| 10Y | +234.7% | +152.6% | +82.2% | +99.8% |
| All | +234.7% | +163.3% | +71.4% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling