+124.6%
XLP vs TMUS
+238.1%
-113.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +0.7% | +3.6% | -2.8% | -0.2% |
| 30D | +10.3% | -3.4% | +13.6% | +10.7% |
| 3M | +6.5% | -9.5% | +16.0% | +8.7% |
| 6M | +8.4% | -15.2% | +23.6% | +12.0% |
| YTD | +18.2% | -18.9% | +37.1% | +23.1% |
| 1Y | +22.4% | -17.7% | +40.1% | +26.9% |
| 3Y | +41.9% | +15.6% | +26.3% | +32.3% |
| 5Y | +40.9% | +38.9% | +2.0% | +23.6% |
| All | +124.6% | +238.1% | -113.6% | +61.8% |
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