+55.9%
EXPD vs TAP
+2.0%
+54.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.3% |
| 7D | -7.2% | +0.5% | -7.7% | -7.4% |
| 30D | -3.3% | +9.1% | -12.4% | -5.3% |
| 3M | +3.4% | -3.8% | +7.2% | +3.9% |
| 6M | +22.7% | -3.4% | +26.1% | +22.9% |
| YTD | +24.5% | -10.6% | +35.2% | +26.0% |
| 1Y | +38.6% | -4.4% | +43.1% | +37.6% |
| 3Y | +71.5% | -24.4% | +95.9% | +79.1% |
| All | +55.9% | +2.0% | +54.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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