+238.4%
TMUS vs EXPD
+304.0%
-65.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.5% |
| 7D | +3.6% | -7.2% | +10.7% | +5.5% |
| 30D | -3.4% | -3.3% | -0.1% | -2.7% |
| 3M | -9.5% | +3.4% | -12.8% | -10.5% |
| 6M | -15.2% | +22.7% | -37.9% | -20.2% |
| YTD | -18.9% | +24.5% | -43.5% | -24.9% |
| 1Y | -17.7% | +38.6% | -56.3% | -26.3% |
| 3Y | +15.6% | +71.5% | -55.9% | -5.7% |
| 5Y | +38.9% | +56.2% | -17.3% | +14.7% |
| All | +238.4% | +304.0% | -65.6% | +99.5% |
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