+91.1%
EXPE vs TD
+123.5%
-32.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.9% | -7.0% | -7.1% |
| 7D | -9.8% | +0.9% | -10.6% | -10.3% |
| 30D | -11.5% | -0.7% | -10.9% | -11.2% |
| 3M | +21.7% | +6.3% | +15.4% | +14.8% |
| 6M | +10.4% | +27.9% | -17.5% | -11.7% |
| YTD | -2.5% | +29.8% | -32.3% | -23.2% |
| 1Y | +27.3% | +63.7% | -36.3% | -18.1% |
| 3Y | +153.5% | +128.3% | +25.2% | +19.0% |
| 5Y | +91.1% | +125.5% | -34.4% | -1.8% |
| All | +91.1% | +123.5% | -32.4% | -1.8% |
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 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