-19.1%
TMUS vs XPO
+38.7%
-57.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.5% |
| 7D | +4.9% | +9.0% | -4.1% | +5.3% |
| 30D | +7.7% | +4.2% | +3.5% | +7.9% |
| 3M | -6.8% | -8.7% | +1.9% | -7.6% |
| 6M | -9.7% | -2.8% | -6.9% | -9.9% |
| YTD | -15.0% | +41.9% | -56.8% | -11.5% |
| 1Y | -19.1% | +42.3% | -61.4% | -15.7% |
| All | -19.1% | +38.7% | -57.9% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling