+9.1%
XLF vs TMUS
-27.1%
+36.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.2% | +5.3% | -5.1% | +0.1% |
| 3M | +11.7% | +3.1% | +8.6% | +11.6% |
| 6M | +13.8% | -16.5% | +30.2% | +12.6% |
| YTD | +7.0% | -9.2% | +16.2% | +5.7% |
| 1Y | +9.1% | -26.5% | +35.6% | +9.7% |
| All | +9.1% | -27.1% | +36.2% | +9.7% |
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 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