+38.6%
EXPE vs TD
+104.2%
-65.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -11.2% | -0.7% | -10.5% | -10.1% |
| 30D | -7.5% | +7.6% | -15.1% | -12.3% |
| 3M | -19.1% | +3.0% | -22.1% | -20.7% |
| 6M | +10.7% | +16.8% | -6.1% | -3.2% |
| YTD | -9.9% | +34.3% | -44.3% | -30.6% |
| 1Y | -4.6% | +56.0% | -60.6% | -35.7% |
| 3Y | +116.8% | +132.4% | -15.6% | +0.8% |
| 5Y | +38.6% | +103.7% | -65.1% | -27.3% |
| All | +38.6% | +104.2% | -65.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling