+64.4%
XLF vs TMUS
+42.2%
+22.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -1.0% | -5.3% | +4.3% | +0.2% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +9.1% | -0.6% | +9.8% | +8.7% |
| 6M | +14.4% | -17.5% | +31.9% | +19.2% |
| YTD | +5.1% | -11.3% | +16.3% | +7.0% |
| 1Y | +8.6% | -25.4% | +34.0% | +16.3% |
| 3Y | +74.4% | +35.5% | +38.9% | +50.7% |
| 5Y | +64.4% | +41.9% | +22.5% | +42.3% |
| All | +64.4% | +42.2% | +22.2% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling