+117.5%
XLK vs TMUS
+34.7%
+82.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -5.8% | +5.4% | -0.7% |
| 30D | -0.5% | -0.2% | -0.2% | -0.5% |
| 3M | +5.0% | -4.0% | +9.0% | +5.1% |
| 6M | +32.9% | -18.1% | +51.0% | +33.5% |
| YTD | +29.0% | -11.3% | +40.3% | +29.0% |
| 1Y | +37.8% | -24.7% | +62.6% | +40.4% |
| All | +117.5% | +34.7% | +82.8% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling