+67.9%
EXPD vs TDY
+47.5%
+20.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +4.1% | -12.5% | +16.5% | +8.2% |
| 3M | +13.8% | -1.2% | +15.0% | +14.0% |
| 6M | +27.3% | -6.6% | +33.8% | +29.3% |
| YTD | +25.4% | +18.5% | +7.0% | +16.7% |
| 1Y | +54.4% | +10.8% | +43.6% | +47.0% |
| 3Y | +67.9% | +47.5% | +20.4% | +41.5% |
| All | +67.9% | +47.5% | +20.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling