+191.6%
XOM vs TMUS
+318.7%
-127.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | -5.8% | +7.6% | +3.4% |
| 30D | +4.1% | -0.2% | +4.3% | +4.0% |
| 3M | +10.4% | -4.0% | +14.4% | +10.9% |
| 6M | +13.0% | -18.1% | +31.1% | +18.2% |
| YTD | +40.1% | -11.3% | +51.4% | +43.1% |
| 1Y | +51.1% | -24.7% | +75.9% | +61.2% |
| 3Y | +57.7% | +35.4% | +22.3% | +38.7% |
| 5Y | +264.7% | +42.4% | +222.3% | +211.3% |
| All | +191.6% | +318.7% | -127.1% | +93.2% |
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