+593.7%
XLI vs TMUS
+359.0%
+234.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.2% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -5.9% | +5.3% | -11.2% | -7.1% |
| 3M | -0.3% | +3.1% | -3.4% | -1.6% |
| 6M | +0.1% | -16.5% | +16.6% | +3.2% |
| YTD | +13.6% | -9.2% | +22.7% | +14.6% |
| 1Y | +17.2% | -26.5% | +43.7% | +23.8% |
| 3Y | +68.2% | +39.0% | +29.2% | +52.4% |
| 5Y | +80.7% | +40.4% | +40.3% | +62.0% |
| 10Y | +253.3% | +303.7% | -50.4% | +150.3% |
| All | +593.7% | +359.0% | +234.7% | +299.0% |
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 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