+1,902.0%
XLK vs TMUS
+359.0%
+1,543.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +0.7% | +5.3% | -4.5% | -0.5% |
| 3M | -2.9% | +3.1% | -6.1% | -4.3% |
| 6M | +34.3% | -16.5% | +50.7% | +38.3% |
| YTD | +30.4% | -9.2% | +39.6% | +31.4% |
| 1Y | +43.4% | -26.5% | +69.8% | +51.3% |
| 3Y | +116.8% | +39.0% | +77.8% | +94.5% |
| 5Y | +144.0% | +40.4% | +103.7% | +117.2% |
| 10Y | +778.8% | +303.7% | +475.1% | +525.0% |
| All | +1,902.0% | +359.0% | +1,543.0% | +1,077.5% |
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 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