+320.5%
TMUS vs EXPD
+474.2%
-153.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.8% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +5.3% | +4.1% | +1.2% | +3.3% |
| 3M | +3.1% | +17.9% | -14.8% | -4.3% |
| 6M | -16.5% | +29.2% | -45.7% | -25.9% |
| YTD | -9.2% | +27.4% | -36.5% | -20.0% |
| 1Y | -26.5% | +56.8% | -83.3% | -41.5% |
| 3Y | +39.0% | +68.0% | -29.0% | +3.9% |
| 5Y | +40.4% | +61.9% | -21.5% | +3.1% |
| 10Y | +303.7% | +316.0% | -12.3% | +74.1% |
| All | +320.5% | +474.2% | -153.7% | +41.6% |
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 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