+1,184.7%
EXPD vs TCOM
+2,694.8%
-1,510.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.1% | -9.5% | +8.4% | +0.4% |
| 30D | +4.1% | -10.7% | +14.8% | +5.8% |
| 3M | +17.9% | -14.6% | +32.5% | +20.3% |
| 6M | +29.2% | -19.3% | +48.6% | +32.9% |
| YTD | +27.4% | -42.9% | +70.3% | +37.6% |
| 1Y | +56.8% | -43.8% | +100.6% | +69.7% |
| 3Y | +68.0% | +2.1% | +65.9% | +60.7% |
| 5Y | +61.9% | +31.2% | +30.6% | +40.5% |
| 10Y | +316.0% | -13.9% | +329.9% | +265.5% |
| All | +1,184.7% | +2,694.8% | -1,510.1% | +557.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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