+171.4%
EXPD vs TW
+294.9%
-123.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | -1.6% | +2.8% | -4.4% | -2.1% |
| 30D | +0.6% | +18.1% | -17.4% | -2.4% |
| 3M | +9.8% | +25.2% | -15.4% | +5.3% |
| 6M | +25.8% | +19.1% | +6.6% | +21.3% |
| YTD | +31.3% | +21.9% | +9.4% | +25.4% |
| 1Y | +40.9% | +18.9% | +22.0% | +35.3% |
| 3Y | +74.7% | +41.7% | +33.0% | +56.2% |
| 5Y | +62.9% | +40.4% | +22.5% | +42.6% |
| All | +171.4% | +294.9% | -123.4% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling