+47.7%
XLE vs TMUS
-18.1%
+65.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +5.4% | +4.9% | +0.5% | +5.1% |
| 30D | -3.9% | +7.7% | -11.7% | -4.5% |
| 3M | +7.0% | -6.8% | +13.8% | +7.8% |
| 6M | +14.2% | -9.7% | +23.9% | +15.2% |
| YTD | +48.2% | -15.0% | +63.1% | +47.5% |
| 1Y | +47.7% | -19.1% | +66.8% | +46.6% |
| All | +47.7% | -18.1% | +65.8% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling