+570.3%
XLI vs TMUS
+326.6%
+243.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +2.9% |
| 7D | -0.5% | +5.3% | -5.8% | -1.6% |
| 30D | -0.2% | +13.5% | -13.8% | -3.1% |
| 3M | -8.6% | -4.2% | -4.3% | -8.3% |
| 6M | -2.0% | -11.9% | +9.9% | -0.5% |
| YTD | +9.7% | -15.6% | +25.3% | +11.9% |
| 1Y | +11.4% | -16.8% | +28.2% | +13.9% |
| 3Y | +74.2% | +20.8% | +53.4% | +61.9% |
| 5Y | +70.0% | +48.0% | +21.9% | +49.8% |
| 10Y | +235.2% | +234.7% | +0.5% | +145.6% |
| All | +570.3% | +326.6% | +243.7% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling