+272.0%
TMUS vs EXPD
+474.4%
-202.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.8% |
| 7D | +9.0% | -4.8% | +13.8% | +11.1% |
| 30D | -3.2% | -1.5% | -1.7% | -2.8% |
| 3M | -6.9% | +4.1% | -11.0% | -8.9% |
| 6M | -16.4% | +24.0% | -40.4% | -24.4% |
| YTD | -19.6% | +27.4% | -47.0% | -29.5% |
| 1Y | -19.9% | +38.4% | -58.3% | -32.4% |
| 3Y | +14.5% | +73.2% | -58.7% | -15.8% |
| 5Y | +37.7% | +59.9% | -22.2% | +1.8% |
| 10Y | +242.2% | +319.9% | -77.7% | +46.4% |
| All | +272.0% | +474.4% | -202.4% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling