+788.5%
XLK vs TMUS
+330.9%
+457.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.3% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -0.6% | +3.5% | -4.2% | -2.0% |
| 3M | +2.6% | -1.3% | +3.9% | +1.8% |
| 6M | +34.0% | -13.6% | +47.6% | +39.0% |
| YTD | +30.7% | -8.8% | +39.4% | +31.9% |
| 1Y | +39.2% | -22.9% | +62.1% | +49.9% |
| 3Y | +120.4% | +36.7% | +83.7% | +76.9% |
| 5Y | +148.8% | +46.6% | +102.2% | +90.4% |
| All | +788.5% | +330.9% | +457.5% | +361.4% |
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 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