+169.4%
XLV vs TMUS
+330.9%
-161.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.0% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -1.8% | +3.5% | -5.4% | -2.8% |
| 3M | +7.8% | -1.3% | +9.1% | +7.5% |
| 6M | +9.1% | -13.6% | +22.7% | +12.6% |
| YTD | +7.7% | -8.8% | +16.5% | +9.2% |
| 1Y | +20.4% | -22.9% | +43.3% | +28.0% |
| 3Y | +30.8% | +36.7% | -6.0% | +13.9% |
| 5Y | +34.6% | +46.6% | -12.0% | +13.3% |
| All | +169.4% | +330.9% | -161.5% | +68.4% |
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