+21.8%
XBI vs TMUS
+41.5%
-19.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -3.6% | -5.3% | +1.7% | -2.4% |
| 30D | +0.9% | +0.1% | +0.8% | +0.7% |
| 3M | +21.4% | -0.6% | +22.0% | +20.5% |
| 6M | +25.5% | -17.5% | +43.0% | +31.4% |
| YTD | +30.8% | -11.3% | +42.1% | +33.0% |
| 1Y | +68.6% | -25.4% | +94.0% | +82.7% |
| 3Y | +103.9% | +35.5% | +68.4% | +56.7% |
| All | +21.8% | +41.5% | -19.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling