+48.0%
TMUS vs XPO
+296.5%
-248.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.1% | +3.6% |
| 7D | +5.3% | -1.9% | +7.3% | +5.5% |
| 30D | +13.5% | +2.5% | +11.1% | +13.3% |
| 3M | -4.2% | -7.2% | +2.9% | -3.8% |
| 6M | -11.9% | -8.1% | -3.8% | -11.6% |
| YTD | -15.6% | +38.3% | -53.9% | -19.0% |
| 1Y | -16.8% | +33.6% | -50.3% | -20.0% |
| 3Y | +20.8% | +133.1% | -112.3% | +5.3% |
| 5Y | +48.0% | +308.9% | -260.9% | +12.8% |
| All | +48.0% | +296.5% | -248.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling