-17.7%
TMUS vs EXPD
+35.2%
-52.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +0.8% |
| 7D | +3.6% | -7.2% | +10.7% | +3.3% |
| 30D | -3.4% | -3.3% | -0.1% | -3.6% |
| 3M | -9.5% | +3.4% | -12.8% | -9.4% |
| 6M | -15.2% | +22.7% | -37.9% | -14.3% |
| YTD | -18.9% | +24.5% | -43.5% | -18.0% |
| 1Y | -17.7% | +38.6% | -56.3% | -16.0% |
| All | -17.7% | +35.2% | -52.9% | -16.0% |
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