+234.7%
TMUS vs EXPD
+334.2%
-99.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.4% |
| 7D | +5.3% | -5.5% | +10.8% | +6.8% |
| 30D | +13.5% | -1.9% | +15.4% | +14.0% |
| 3M | -4.2% | +6.1% | -10.3% | -6.0% |
| 6M | -11.9% | +21.6% | -33.5% | -16.9% |
| YTD | -15.6% | +27.9% | -43.5% | -22.3% |
| 1Y | -16.8% | +39.4% | -56.2% | -25.6% |
| 3Y | +20.8% | +72.7% | -51.9% | -1.6% |
| 5Y | +48.0% | +60.3% | -12.3% | +21.3% |
| 10Y | +234.7% | +332.6% | -97.9% | +82.6% |
| All | +234.7% | +334.2% | -99.4% | +82.6% |
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