+135.7%
XLP vs TMUS
+241.8%
-106.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +2.3% | +9.5% | -7.2% | 0.0% |
| 30D | +9.1% | +13.8% | -4.7% | +5.5% |
| 3M | +7.9% | -4.6% | +12.4% | +8.5% |
| 6M | +9.6% | -11.7% | +21.3% | +12.1% |
| YTD | +19.4% | -15.4% | +34.8% | +23.1% |
| 1Y | +22.4% | -16.1% | +38.5% | +26.3% |
| 3Y | +43.2% | +20.5% | +22.7% | +32.0% |
| 5Y | +42.6% | +48.7% | -6.2% | +22.7% |
| All | +135.7% | +241.8% | -106.2% | +68.2% |
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 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