+94.5%
XLK vs TMUS
+21.2%
+73.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.1% |
| 7D | +3.4% | +4.9% | -1.5% | +3.8% |
| 30D | -10.6% | +7.7% | -18.3% | -9.7% |
| 3M | -10.6% | -6.8% | -3.8% | -10.5% |
| 6M | -3.5% | -9.7% | +6.2% | -3.1% |
| YTD | +18.7% | -15.0% | +33.7% | +19.0% |
| 1Y | +19.4% | -19.1% | +38.6% | +20.2% |
| 3Y | +94.5% | +21.4% | +73.0% | +92.2% |
| All | +94.5% | +21.2% | +73.3% | +92.2% |
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