+218.0%
XLE vs TMUS
+40.3%
+177.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +11.8% | +5.3% | +6.5% | +10.7% |
| 3M | +9.8% | +3.1% | +6.7% | +8.8% |
| 6M | +15.6% | -16.5% | +32.0% | +18.9% |
| YTD | +45.3% | -9.2% | +54.4% | +46.8% |
| 1Y | +48.3% | -26.5% | +74.8% | +56.2% |
| 3Y | +55.4% | +39.0% | +16.4% | +39.2% |
| All | +218.0% | +40.3% | +177.7% | +187.7% |
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