+47.9%
XOM vs TMUS
-17.5%
+65.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.7% | +6.5% | -3.8% | +2.3% |
| 30D | -2.5% | +11.3% | -13.7% | -3.4% |
| 3M | +7.0% | -2.9% | +9.9% | +7.2% |
| 6M | +14.2% | -10.5% | +24.7% | +15.5% |
| YTD | +43.9% | -14.4% | +58.3% | +43.9% |
| 1Y | +47.9% | -17.9% | +65.8% | +46.9% |
| All | +47.9% | -17.5% | +65.4% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling