+204.8%
XOM vs TMUS
+51.7%
+153.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.1% |
| 7D | -1.5% | +8.2% | -9.7% | -2.7% |
| 30D | -3.2% | +13.4% | -16.5% | -5.2% |
| 3M | +5.0% | -3.0% | +8.0% | +5.2% |
| 6M | +12.9% | -8.8% | +21.6% | +13.8% |
| YTD | +41.3% | -13.8% | +55.2% | +43.7% |
| 1Y | +43.2% | -17.1% | +60.3% | +46.6% |
| 3Y | +77.3% | +22.7% | +54.7% | +62.2% |
| 5Y | +204.8% | +52.8% | +152.0% | +167.7% |
| All | +204.8% | +51.7% | +153.1% | +167.7% |
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