+275.3%
TMUS vs XRT
+432.6%
-157.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | +3.6% | +0.9% | +2.7% | +3.0% |
| 30D | -3.4% | +7.9% | -11.3% | -7.1% |
| 3M | -9.5% | -0.2% | -9.3% | -9.6% |
| 6M | -15.2% | +5.6% | -20.8% | -17.7% |
| YTD | -18.9% | +5.7% | -24.6% | -21.9% |
| 1Y | -17.7% | +14.6% | -32.3% | -24.2% |
| 3Y | +15.6% | +50.7% | -35.0% | -11.5% |
| 5Y | +38.9% | -4.8% | +43.7% | +31.6% |
| 10Y | +245.3% | +152.6% | +92.6% | +52.8% |
| All | +275.3% | +432.6% | -157.4% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling