+604.5%
TDG vs EXPD
+335.0%
+269.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.7% | +5.5% | -3.8% | -0.6% |
| 30D | +9.7% | -0.8% | +10.5% | +9.9% |
| 3M | -2.3% | +4.1% | -6.5% | -4.2% |
| 6M | +1.3% | +25.7% | -24.4% | -9.0% |
| YTD | -8.5% | +31.4% | -39.9% | -20.4% |
| 1Y | -8.1% | +42.2% | -50.3% | -23.1% |
| 3Y | +43.4% | +77.2% | -33.8% | +4.5% |
| 5Y | +127.8% | +61.0% | +66.8% | +70.2% |
| All | +604.5% | +335.0% | +269.5% | +220.3% |
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 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