+264.7%
XOM vs TMUS
+41.4%
+223.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | -5.8% | +7.6% | +2.9% |
| 30D | +4.1% | -0.2% | +4.3% | +4.1% |
| 3M | +10.4% | -4.0% | +14.4% | +10.7% |
| 6M | +13.0% | -18.1% | +31.1% | +16.5% |
| YTD | +40.1% | -11.3% | +51.4% | +42.1% |
| 1Y | +51.1% | -24.7% | +75.9% | +57.9% |
| 3Y | +57.7% | +35.4% | +22.3% | +42.2% |
| 5Y | +264.7% | +42.4% | +222.3% | +227.0% |
| All | +264.7% | +41.4% | +223.3% | +227.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling