+30,859.1%
EXPD vs TAP
+825.0%
+30,034.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | +4.1% | -2.1% | +6.2% | +4.4% |
| 3M | +17.9% | +6.6% | +11.3% | +16.4% |
| 6M | +29.2% | -11.5% | +40.7% | +31.5% |
| YTD | +27.4% | -10.3% | +37.6% | +28.9% |
| 1Y | +56.8% | -14.4% | +71.2% | +59.8% |
| 3Y | +68.0% | -28.3% | +96.3% | +75.2% |
| 5Y | +61.9% | +1.7% | +60.2% | +58.3% |
| 10Y | +316.0% | -49.2% | +365.2% | +338.4% |
| All | +30,859.1% | +825.0% | +30,034.1% | +25,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling