+2,334.1%
EXPD vs TDY
+7,137.3%
-4,803.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | +4.1% | -10.7% | +14.8% | +7.5% |
| 3M | +17.9% | -1.3% | +19.2% | +18.1% |
| 6M | +29.2% | -10.6% | +39.8% | +32.8% |
| YTD | +27.4% | +19.6% | +7.8% | +19.9% |
| 1Y | +56.8% | +11.6% | +45.2% | +50.6% |
| 3Y | +68.0% | +45.2% | +22.8% | +48.1% |
| 5Y | +61.9% | +36.1% | +25.8% | +44.5% |
| 10Y | +316.0% | +458.8% | -142.8% | +140.4% |
| All | +2,334.1% | +7,137.3% | -4,803.3% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling