+163.4%
EXPD vs TW
+221.1%
-57.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.1% | -2.3% | +1.2% | -0.7% |
| 30D | +4.1% | +3.9% | +0.1% | +3.3% |
| 3M | +17.9% | +5.7% | +12.2% | +16.3% |
| 6M | +29.2% | -14.5% | +43.8% | +32.5% |
| YTD | +27.4% | -0.9% | +28.2% | +26.4% |
| 1Y | +56.8% | -13.5% | +70.3% | +60.0% |
| 3Y | +68.0% | +25.0% | +43.1% | +52.8% |
| 5Y | +61.9% | +22.7% | +39.2% | +44.7% |
| All | +163.4% | +221.1% | -57.7% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling