+269.9%
XLE vs TMUS
+359.0%
-89.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +11.8% | +5.3% | +6.5% | +10.2% |
| 3M | +9.8% | +3.1% | +6.7% | +8.3% |
| 6M | +15.6% | -16.5% | +32.0% | +20.2% |
| YTD | +45.3% | -9.2% | +54.4% | +47.5% |
| 1Y | +48.3% | -26.5% | +74.8% | +58.8% |
| 3Y | +55.4% | +39.0% | +16.4% | +38.7% |
| 5Y | +216.1% | +40.4% | +175.7% | +177.8% |
| 10Y | +178.4% | +303.7% | -125.3% | +84.0% |
| All | +269.9% | +359.0% | -89.1% | +83.3% |
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 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