+305.7%
TMUS vs XPO
+1,517.7%
-1,212.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -5.8% | -1.3% | -4.4% | -5.6% |
| 30D | -0.2% | -10.4% | +10.1% | +1.1% |
| 3M | -4.0% | -15.7% | +11.7% | -2.0% |
| 6M | -18.1% | -6.3% | -11.8% | -18.0% |
| YTD | -11.3% | +34.2% | -45.5% | -16.1% |
| 1Y | -24.7% | +39.9% | -64.7% | -29.6% |
| 3Y | +35.4% | +155.2% | -119.9% | +10.6% |
| 5Y | +42.4% | +264.7% | -222.2% | +4.9% |
| All | +305.7% | +1,517.7% | -1,212.1% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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