+461.7%
XLP vs TMUS
+306.1%
+155.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | +3.5% | +9.0% | -5.5% | +2.2% |
| 30D | +11.6% | -3.2% | +14.8% | +11.8% |
| 3M | +7.6% | -6.9% | +14.5% | +8.4% |
| 6M | +10.0% | -16.4% | +26.5% | +12.3% |
| YTD | +19.7% | -19.6% | +39.4% | +22.6% |
| 1Y | +23.5% | -19.9% | +43.4% | +26.4% |
| 3Y | +44.0% | +14.5% | +29.5% | +40.0% |
| 5Y | +42.7% | +37.7% | +5.0% | +34.9% |
| 10Y | +131.3% | +242.2% | -110.9% | +95.1% |
| All | +461.7% | +306.1% | +155.7% | +309.7% |
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