+153.5%
EXPE vs TD
+128.4%
+25.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.9% | -7.0% | -7.3% |
| 7D | -9.8% | +0.9% | -10.6% | -10.2% |
| 30D | -11.5% | -0.7% | -10.9% | -11.2% |
| 3M | +21.7% | +6.3% | +15.4% | +15.9% |
| 6M | +10.4% | +27.9% | -17.5% | -8.7% |
| YTD | -2.5% | +29.8% | -32.3% | -20.5% |
| 1Y | +27.3% | +63.7% | -36.3% | -12.8% |
| 3Y | +153.5% | +128.3% | +25.2% | +31.1% |
| All | +153.5% | +128.4% | +25.1% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling