+253.9%
XLI vs TMUS
+330.9%
-77.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -7.3% | +3.5% | -10.8% | -8.3% |
| 3M | -1.3% | -1.3% | 0.0% | -1.8% |
| 6M | +2.2% | -13.6% | +15.9% | +5.6% |
| YTD | +11.7% | -8.8% | +20.5% | +13.0% |
| 1Y | +14.3% | -22.9% | +37.1% | +21.9% |
| 3Y | +70.3% | +36.7% | +33.6% | +44.9% |
| 5Y | +82.3% | +46.6% | +35.7% | +48.8% |
| All | +253.9% | +330.9% | -77.0% | +109.3% |
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