+215.1%
XLF vs TMUS
+246.8%
-31.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +1.2% | +6.5% | -5.3% | -0.8% |
| 30D | +6.2% | +11.3% | -5.1% | +2.3% |
| 3M | +0.9% | -2.9% | +3.7% | +0.9% |
| 6M | +13.6% | -10.5% | +24.2% | +16.1% |
| YTD | +7.6% | -14.4% | +22.0% | +10.7% |
| 1Y | +10.2% | -17.9% | +28.1% | +15.1% |
| 3Y | +79.8% | +21.9% | +58.0% | +56.4% |
| 5Y | +58.0% | +52.1% | +5.9% | +23.3% |
| All | +215.1% | +246.8% | -31.7% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling