+1,050.2%
TMUS vs XYL
+408.9%
+641.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | +3.6% | +5.9% | -2.3% | +1.9% |
| 30D | -3.4% | -3.9% | +0.6% | -2.8% |
| 3M | -9.5% | -18.7% | +9.2% | -4.6% |
| 6M | -15.2% | -16.9% | +1.7% | -11.3% |
| YTD | -18.9% | -27.4% | +8.4% | -12.5% |
| 1Y | -17.7% | -34.0% | +16.3% | -8.6% |
| 3Y | +15.6% | +5.6% | +10.1% | +8.0% |
| 5Y | +38.9% | -20.6% | +59.5% | +39.4% |
| 10Y | +245.3% | +133.4% | +111.9% | +129.7% |
| All | +1,050.2% | +408.9% | +641.3% | +506.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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