+726.6%
EXPE vs TD
+1,087.1%
-360.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -0.5% | +1.1% | -1.6% | -1.4% |
| 30D | -6.1% | +5.2% | -11.3% | -9.3% |
| 3M | -21.3% | +1.2% | -22.5% | -21.8% |
| 6M | +19.0% | +17.7% | +1.3% | +4.1% |
| YTD | -8.4% | +34.2% | -42.6% | -28.1% |
| 1Y | -2.8% | +55.4% | -58.2% | -32.1% |
| 3Y | +120.8% | +130.4% | -9.6% | +11.9% |
| 5Y | +46.2% | +101.8% | -55.6% | -17.3% |
| 10Y | +123.8% | +301.9% | -178.0% | -24.4% |
| All | +726.6% | +1,087.1% | -360.5% | +43.9% |
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