-21.2%
TMUS vs EXPE
+48.9%
-70.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.5% | +2.7% |
| 7D | +7.5% | +14.6% | -7.2% | +7.1% |
| 30D | -3.3% | +21.4% | -24.7% | -3.5% |
| 3M | -9.7% | +1.4% | -11.0% | -9.8% |
| 6M | -17.2% | +28.6% | -45.8% | -16.7% |
| YTD | -20.3% | +12.1% | -32.5% | -19.2% |
| 1Y | -21.2% | +50.0% | -71.2% | -22.2% |
| All | -21.2% | +48.9% | -70.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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