+75.5%
XOM vs TMUS
+22.8%
+52.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.2% |
| 7D | -1.5% | +8.2% | -9.7% | -2.2% |
| 30D | -3.2% | +13.4% | -16.5% | -4.3% |
| 3M | +5.0% | -3.0% | +8.0% | +5.2% |
| 6M | +12.9% | -8.8% | +21.6% | +13.5% |
| YTD | +41.3% | -13.8% | +55.2% | +42.6% |
| 1Y | +43.2% | -17.1% | +60.3% | +45.1% |
| All | +75.5% | +22.8% | +52.7% | +93.6% |
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