+80.1%
XLF vs TMUS
+22.0%
+58.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +1.2% | +6.5% | -5.3% | +0.5% |
| 30D | +6.2% | +11.3% | -5.1% | +4.8% |
| 3M | +0.9% | -2.9% | +3.7% | +1.0% |
| 6M | +13.6% | -10.5% | +24.2% | +14.7% |
| YTD | +7.6% | -14.4% | +22.0% | +8.9% |
| 1Y | +10.2% | -17.9% | +28.1% | +12.5% |
| All | +80.1% | +22.0% | +58.1% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling