+13,642.4%
TDG vs EXPD
+495.6%
+13,146.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.6% |
| 7D | +1.2% | +3.6% | -2.4% | -0.4% |
| 30D | +8.1% | +0.3% | +7.9% | +7.9% |
| 3M | -2.6% | +6.1% | -8.7% | -5.3% |
| 6M | +1.0% | +27.4% | -26.4% | -9.7% |
| YTD | -9.5% | +32.0% | -41.5% | -21.3% |
| 1Y | -8.0% | +40.5% | -48.6% | -22.3% |
| 3Y | +41.8% | +75.7% | -33.9% | +5.6% |
| 5Y | +125.1% | +61.7% | +63.4% | +70.8% |
| 10Y | +546.7% | +336.8% | +210.0% | +209.4% |
| All | +13,642.4% | +495.6% | +13,146.8% | +5,206.5% |
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 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