+30,870.6%
EXPD vs TAP
+864.5%
+30,006.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.1% |
| 7D | -4.8% | +7.7% | -12.5% | -6.0% |
| 30D | -1.5% | +14.4% | -15.9% | -3.8% |
| 3M | +4.1% | +2.0% | +2.1% | +3.5% |
| 6M | +24.0% | +2.5% | +21.5% | +23.0% |
| YTD | +27.4% | -6.4% | +33.8% | +27.9% |
| 1Y | +38.4% | -2.3% | +40.7% | +37.7% |
| 3Y | +73.2% | -20.3% | +93.5% | +77.2% |
| 5Y | +59.9% | +6.9% | +53.0% | +54.8% |
| 10Y | +319.9% | -46.3% | +366.3% | +337.9% |
| All | +30,870.6% | +864.5% | +30,006.0% | +25,680.3% |
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