+54.4%
EXPD vs TW
-13.1%
+67.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -0.9% | -3.5% | +2.5% | -1.0% |
| 30D | +4.1% | +0.5% | +3.6% | +4.1% |
| 3M | +13.8% | +4.9% | +8.8% | +14.2% |
| 6M | +27.3% | -17.1% | +44.4% | +27.6% |
| YTD | +25.4% | -3.9% | +29.3% | +25.8% |
| 1Y | +54.4% | -13.3% | +67.6% | +58.0% |
| All | +54.4% | -13.1% | +67.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TW 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling