+127.7%
EXPE vs TD
+300.0%
-172.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -0.5% | +1.1% | -1.6% | -1.5% |
| 30D | -6.1% | +5.2% | -11.3% | -9.8% |
| 3M | -21.3% | +1.2% | -22.5% | -21.9% |
| 6M | +19.0% | +17.7% | +1.3% | +2.0% |
| YTD | -8.4% | +34.2% | -42.6% | -30.8% |
| 1Y | -2.8% | +55.4% | -58.2% | -35.9% |
| 3Y | +120.8% | +130.4% | -9.6% | -0.4% |
| 5Y | +46.2% | +101.8% | -55.6% | -25.2% |
| All | +127.7% | +300.0% | -172.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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