+53.4%
XOM vs TMUS
+38.6%
+14.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +5.7% | +3.1% | +2.5% | +5.3% |
| 3M | +6.6% | +2.4% | +4.1% | +6.0% |
| 6M | +7.7% | -17.1% | +24.7% | +9.3% |
| YTD | +36.2% | -9.1% | +45.3% | +36.9% |
| 1Y | +50.5% | -23.6% | +74.1% | +53.5% |
| 3Y | +53.4% | +38.8% | +14.5% | +60.8% |
| All | +53.4% | +38.6% | +14.8% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling