+111.4%
XLK vs TMUS
+51.5%
+59.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +3.4% | +4.9% | -1.5% | +2.9% |
| 30D | -10.6% | +7.7% | -18.3% | -11.4% |
| 3M | -10.6% | -6.8% | -3.8% | -9.9% |
| 6M | -3.5% | -9.7% | +6.2% | -2.5% |
| YTD | +18.7% | -15.0% | +33.7% | +20.7% |
| 1Y | +19.4% | -19.1% | +38.6% | +23.2% |
| 3Y | +94.5% | +21.4% | +73.0% | +62.2% |
| All | +111.4% | +51.5% | +59.9% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling