+149.7%
XBI vs TMUS
+330.9%
-181.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.4% |
| 7D | -4.6% | +0.4% | -5.1% | -4.8% |
| 30D | -2.0% | +3.5% | -5.5% | -3.4% |
| 3M | +17.8% | -1.3% | +19.1% | +17.0% |
| 6M | +23.7% | -13.6% | +37.3% | +28.6% |
| YTD | +28.2% | -8.8% | +37.0% | +29.5% |
| 1Y | +64.0% | -22.9% | +86.8% | +77.5% |
| 3Y | +99.4% | +36.7% | +62.7% | +59.6% |
| 5Y | +19.3% | +46.6% | -27.3% | -8.4% |
| All | +149.7% | +330.9% | -181.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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