+569.3%
TDG vs EXPD
+337.7%
+231.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.9% |
| 30D | +11.2% | +0.6% | +10.6% | +10.8% |
| 3M | +0.2% | +9.8% | -9.6% | -3.9% |
| 6M | +3.9% | +25.8% | -21.9% | -6.6% |
| YTD | -6.4% | +31.3% | -37.6% | -18.5% |
| 1Y | -3.8% | +40.9% | -44.7% | -19.0% |
| 3Y | +46.8% | +74.7% | -28.0% | +7.9% |
| 5Y | +128.3% | +62.9% | +65.4% | +69.8% |
| 10Y | +569.3% | +334.3% | +234.9% | +222.6% |
| All | +569.3% | +337.7% | +231.6% | +222.6% |
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