+75.2%
XLF vs TMUS
+38.6%
+36.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | -0.5% | +3.1% | -3.7% | -1.0% |
| 3M | +10.6% | +2.4% | +8.2% | +9.8% |
| 6M | +14.3% | -17.1% | +31.4% | +17.6% |
| YTD | +5.5% | -9.1% | +14.6% | +6.3% |
| 1Y | +9.6% | -23.6% | +33.2% | +15.2% |
| 3Y | +75.2% | +38.8% | +36.3% | +45.0% |
| All | +75.2% | +38.6% | +36.6% | +45.0% |
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