+160.0%
EXPE vs TD
+306.3%
-146.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | -5.8% | -0.5% | -5.2% | -5.3% |
| 30D | -13.6% | -1.9% | -11.7% | -12.3% |
| 3M | +25.2% | +4.8% | +20.4% | +19.0% |
| 6M | +22.3% | +28.0% | -5.6% | -3.6% |
| YTD | -0.3% | +30.3% | -30.6% | -22.9% |
| 1Y | +27.8% | +59.8% | -32.0% | -18.1% |
| 3Y | +162.4% | +124.7% | +37.7% | +20.6% |
| 5Y | +95.8% | +127.0% | -31.1% | -10.9% |
| All | +160.0% | +306.3% | -146.3% | -24.8% |
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