+8,037.8%
TD vs EXPD
+12,062.5%
-4,024.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -1.7% | -7.2% | +5.5% | +0.2% |
| 30D | +8.2% | -3.3% | +11.5% | +9.1% |
| 3M | +1.7% | +3.4% | -1.7% | +0.7% |
| 6M | +14.2% | +22.7% | -8.4% | +7.8% |
| YTD | +32.8% | +24.5% | +8.2% | +23.8% |
| 1Y | +55.5% | +38.6% | +16.8% | +40.9% |
| 3Y | +129.6% | +71.5% | +58.1% | +93.5% |
| 5Y | +102.2% | +56.2% | +45.9% | +72.3% |
| 10Y | +306.3% | +310.5% | -4.2% | +165.5% |
| All | +8,037.8% | +12,062.5% | -4,024.7% | +2,762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling