-19.1%
TMUS vs EXPD
+40.4%
-59.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.9% | +5.5% | -0.6% | +5.0% |
| 30D | +7.7% | -0.8% | +8.5% | +7.5% |
| 3M | -6.8% | +4.1% | -10.9% | -6.8% |
| 6M | -9.7% | +25.7% | -35.4% | -8.8% |
| YTD | -15.0% | +31.4% | -46.4% | -13.9% |
| 1Y | -19.1% | +42.2% | -61.3% | -18.5% |
| All | -19.1% | +40.4% | -59.6% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling