+320.5%
TMUS vs XPO
+9,460.4%
-9,139.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -7.9% | -4.0% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +5.3% | -3.5% | +8.8% | +5.6% |
| 3M | +3.1% | -11.9% | +15.1% | +4.5% |
| 6M | -16.5% | -10.0% | -6.5% | -15.9% |
| YTD | -9.2% | +42.1% | -51.2% | -14.1% |
| 1Y | -26.5% | +47.6% | -74.1% | -31.2% |
| 3Y | +39.0% | +153.6% | -114.6% | +17.5% |
| 5Y | +40.4% | +266.5% | -226.1% | +9.2% |
| 10Y | +303.7% | +1,460.4% | -1,156.7% | +147.1% |
| All | +320.5% | +9,460.4% | -9,139.9% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling