+305.8%
TD vs EXPD
+334.2%
-28.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.6% |
| 7D | -0.6% | -5.5% | +4.8% | +1.2% |
| 30D | +7.9% | -1.9% | +9.8% | +8.5% |
| 3M | +3.1% | +6.1% | -3.0% | +1.0% |
| 6M | +17.2% | +21.6% | -4.4% | +9.3% |
| YTD | +34.7% | +27.9% | +6.9% | +22.1% |
| 1Y | +56.9% | +39.4% | +17.5% | +37.7% |
| 3Y | +134.7% | +72.7% | +62.1% | +85.4% |
| 5Y | +104.8% | +60.3% | +44.5% | +63.2% |
| 10Y | +305.8% | +332.6% | -26.8% | +102.5% |
| All | +305.8% | +334.2% | -28.3% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling