+417.3%
XLP vs TMUS
+359.0%
+58.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | +5.3% | -6.1% | -1.6% |
| 3M | +3.8% | +3.1% | +0.7% | +3.2% |
| 6M | -1.7% | -16.5% | +14.7% | +0.4% |
| YTD | +10.3% | -9.2% | +19.4% | +11.3% |
| 1Y | +7.8% | -26.5% | +34.3% | +11.9% |
| 3Y | +27.2% | +39.0% | -11.8% | +20.7% |
| 5Y | +32.5% | +40.4% | -7.8% | +25.0% |
| 10Y | +101.8% | +303.7% | -201.9% | +66.9% |
| All | +417.3% | +359.0% | +58.3% | +271.9% |
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