+205.4%
XOM vs TMUS
+244.6%
-39.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.8% | +4.9% | -2.1% | +1.6% |
| 30D | -3.6% | +7.7% | -11.3% | -5.7% |
| 3M | +8.2% | -6.8% | +15.0% | +9.5% |
| 6M | +14.0% | -9.7% | +23.7% | +15.6% |
| YTD | +44.6% | -15.0% | +59.6% | +48.4% |
| 1Y | +47.8% | -19.1% | +66.9% | +53.7% |
| 3Y | +79.6% | +21.4% | +58.1% | +61.7% |
| 5Y | +214.3% | +51.2% | +163.1% | +160.1% |
| All | +205.4% | +244.6% | -39.2% | +116.2% |
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