+13,174.6%
TDG vs EXPD
+474.7%
+12,699.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | -7.4% | +4.1% | -11.5% | -9.0% |
| 3M | -5.4% | +17.9% | -23.3% | -12.3% |
| 6M | -11.6% | +29.2% | -40.9% | -21.6% |
| YTD | -12.6% | +27.4% | -40.0% | -22.6% |
| 1Y | -9.3% | +56.8% | -66.2% | -27.3% |
| 3Y | +49.2% | +68.0% | -18.9% | +13.5% |
| 5Y | +132.1% | +61.9% | +70.3% | +75.4% |
| 10Y | +544.8% | +316.0% | +228.8% | +215.4% |
| All | +13,174.6% | +474.7% | +12,699.9% | +5,116.8% |
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