+231.7%
XLI vs TMUS
+248.1%
-16.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.8% |
| 7D | +0.9% | +8.2% | -7.3% | -1.2% |
| 30D | +1.1% | +13.4% | -12.3% | -2.6% |
| 3M | -7.7% | -3.0% | -4.6% | -7.6% |
| 6M | -1.8% | -8.8% | +7.0% | -0.8% |
| YTD | +11.1% | -13.8% | +24.9% | +13.4% |
| 1Y | +12.1% | -17.1% | +29.2% | +15.8% |
| 3Y | +73.8% | +22.7% | +51.2% | +51.7% |
| 5Y | +73.8% | +52.8% | +20.9% | +37.4% |
| 10Y | +231.7% | +244.6% | -12.9% | +99.1% |
| All | +231.7% | +248.1% | -16.4% | +99.1% |
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