+39.5%
TMUS vs XRT
+41.8%
-2.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -3.6% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +5.3% | -4.2% | +9.4% | +5.8% |
| 3M | +3.1% | +5.1% | -2.0% | +2.8% |
| 6M | -16.5% | +2.4% | -18.9% | -16.5% |
| YTD | -9.2% | +3.2% | -12.4% | -9.4% |
| 1Y | -26.5% | +1.5% | -28.0% | -26.6% |
| All | +39.5% | +41.8% | -2.3% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling