+303.6%
TD vs EXPD
+337.7%
-34.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.6% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | +6.7% | +0.6% | +6.1% | +6.4% |
| 3M | +3.1% | +9.8% | -6.7% | -0.2% |
| 6M | +17.6% | +25.8% | -8.1% | +8.5% |
| YTD | +34.8% | +31.3% | +3.5% | +21.1% |
| 1Y | +55.6% | +40.9% | +14.7% | +36.2% |
| 3Y | +133.1% | +74.7% | +58.4% | +83.6% |
| 5Y | +104.7% | +62.9% | +41.8% | +62.5% |
| 10Y | +303.6% | +334.3% | -30.8% | +108.9% |
| All | +303.6% | +337.7% | -34.2% | +108.9% |
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