+34.1%
XLP vs TMUS
+40.3%
-6.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.9% | +5.3% | -6.1% | -2.1% |
| 3M | +3.8% | +3.1% | +0.7% | +2.7% |
| 6M | -1.7% | -16.5% | +14.7% | +2.0% |
| YTD | +10.3% | -9.2% | +19.4% | +12.0% |
| 1Y | +7.8% | -26.5% | +34.3% | +15.3% |
| 3Y | +27.2% | +39.0% | -11.8% | +13.7% |
| All | +34.1% | +40.3% | -6.2% | +19.1% |
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