+309.1%
TMUS vs EXPE
+155.3%
+153.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.9% | +8.0% | +1.2% |
| 7D | -0.3% | -9.8% | +9.5% | +1.1% |
| 30D | +3.1% | -11.5% | +14.6% | +4.7% |
| 3M | +2.4% | +21.7% | -19.3% | -0.6% |
| 6M | -17.1% | +10.4% | -27.5% | -18.7% |
| YTD | -9.1% | -2.5% | -6.5% | -9.9% |
| 1Y | -23.6% | +27.3% | -51.0% | -27.7% |
| 3Y | +38.8% | +153.5% | -114.7% | +14.0% |
| 5Y | +43.0% | +91.1% | -48.1% | +18.9% |
| 10Y | +309.1% | +153.1% | +156.0% | +175.5% |
| All | +309.1% | +155.3% | +153.8% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling