+535.6%
TDG vs EXPD
+316.4%
+219.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | -8.0% | +5.2% | -13.2% | -10.0% |
| 3M | -10.5% | +13.2% | -23.7% | -15.5% |
| 6M | -11.9% | +30.3% | -42.2% | -22.2% |
| YTD | -15.4% | +27.0% | -42.4% | -25.0% |
| 1Y | -14.2% | +57.3% | -71.5% | -31.7% |
| 3Y | +51.0% | +70.0% | -19.0% | +12.6% |
| 5Y | +126.5% | +61.6% | +64.9% | +67.9% |
| 10Y | +535.6% | +321.1% | +214.5% | +206.5% |
| All | +535.6% | +316.4% | +219.2% | +206.5% |
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