+7,930.8%
TD vs EXPD
+12,338.5%
-4,407.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | +0.4% | +4.1% | -3.7% | -0.7% |
| 3M | +7.6% | +17.9% | -10.3% | +2.9% |
| 6M | +25.0% | +29.2% | -4.2% | +16.1% |
| YTD | +31.0% | +27.4% | +3.7% | +21.6% |
| 1Y | +65.2% | +56.8% | +8.3% | +44.5% |
| 3Y | +122.5% | +68.0% | +54.5% | +88.7% |
| 5Y | +124.8% | +61.9% | +62.9% | +89.6% |
| 10Y | +298.2% | +316.0% | -17.8% | +159.5% |
| All | +7,930.8% | +12,338.5% | -4,407.7% | +2,711.3% |
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