+268.1%
XLE vs TMUS
+335.3%
-67.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.4% |
| 7D | -0.2% | +8.2% | -8.4% | -2.2% |
| 30D | -4.0% | +13.4% | -17.4% | -7.3% |
| 3M | +4.6% | -3.0% | +7.7% | +4.6% |
| 6M | +12.3% | -8.8% | +21.1% | +13.5% |
| YTD | +44.5% | -13.8% | +58.4% | +47.7% |
| 1Y | +42.4% | -17.1% | +59.5% | +46.9% |
| 3Y | +67.0% | +22.7% | +44.4% | +53.0% |
| 5Y | +161.9% | +52.8% | +109.1% | +123.7% |
| 10Y | +173.9% | +244.6% | -70.8% | +87.3% |
| All | +268.1% | +335.3% | -67.2% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling