+244.6%
TMUS vs EXPD
+337.7%
-93.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.1% |
| 7D | +8.2% | -1.6% | +9.7% | +8.6% |
| 30D | +13.4% | +0.6% | +12.8% | +13.0% |
| 3M | -3.0% | +9.8% | -12.8% | -5.7% |
| 6M | -8.8% | +25.8% | -34.5% | -14.7% |
| YTD | -13.8% | +31.3% | -45.1% | -21.3% |
| 1Y | -17.1% | +40.9% | -58.0% | -26.0% |
| 3Y | +22.7% | +74.7% | -52.1% | -0.3% |
| 5Y | +52.8% | +62.9% | -10.0% | +24.8% |
| 10Y | +244.6% | +334.3% | -89.7% | +78.4% |
| All | +244.6% | +337.7% | -93.1% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling