+163.9%
XLE vs TMUS
+235.5%
-71.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.7% | +9.5% | -16.2% | -9.2% |
| 30D | -4.4% | +13.8% | -18.2% | -8.4% |
| 3M | +4.0% | -4.6% | +8.6% | +4.5% |
| 6M | +13.2% | -11.7% | +24.9% | +15.8% |
| YTD | +41.9% | -15.4% | +57.3% | +46.5% |
| 1Y | +41.6% | -16.1% | +57.8% | +46.5% |
| 3Y | +64.0% | +20.5% | +43.5% | +44.4% |
| 5Y | +158.1% | +48.7% | +109.4% | +105.1% |
| 10Y | +163.9% | +240.8% | -76.8% | +73.2% |
| All | +163.9% | +235.5% | -71.6% | +73.2% |
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