+713.2%
EXPE vs TD
+1,088.1%
-375.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -11.2% | -0.7% | -10.5% | -10.2% |
| 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% | -2.5% |
| YTD | -9.9% | +34.3% | -44.3% | -29.3% |
| 1Y | -4.6% | +56.0% | -60.6% | -33.5% |
| 3Y | +116.8% | +132.4% | -15.6% | +9.1% |
| 5Y | +38.6% | +103.7% | -65.1% | -22.1% |
| 10Y | +115.9% | +299.2% | -183.3% | -26.7% |
| All | +713.2% | +1,088.1% | -375.0% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling