+246.5%
XLF vs TMUS
+318.7%
-72.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | -5.8% | +2.9% | -1.0% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +9.3% | -4.0% | +13.2% | +10.0% |
| 6M | +14.6% | -18.1% | +32.7% | +21.5% |
| YTD | +4.7% | -11.3% | +16.1% | +7.4% |
| 1Y | +8.6% | -24.7% | +33.4% | +18.1% |
| 3Y | +73.9% | +35.4% | +38.5% | +47.0% |
| 5Y | +65.0% | +42.4% | +22.6% | +34.4% |
| All | +246.5% | +318.7% | -72.2% | +101.3% |
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 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