+304.9%
XOM vs TMUS
+359.0%
-54.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +5.9% | +5.3% | +0.6% | +4.8% |
| 3M | +5.6% | +3.1% | +2.4% | +4.5% |
| 6M | +7.9% | -16.5% | +24.3% | +11.0% |
| YTD | +35.2% | -9.2% | +44.3% | +36.8% |
| 1Y | +46.0% | -26.5% | +72.5% | +53.5% |
| 3Y | +55.0% | +39.0% | +16.0% | +42.8% |
| 5Y | +246.3% | +40.4% | +205.9% | +215.8% |
| 10Y | +181.0% | +303.7% | -122.7% | +108.8% |
| All | +304.9% | +359.0% | -54.1% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling