+537.0%
TDG vs EXPE
+169.0%
+368.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.7% |
| 7D | -1.9% | -5.8% | +3.9% | +0.2% |
| 30D | -7.7% | -13.6% | +5.9% | -2.8% |
| 3M | -9.3% | +25.2% | -34.5% | -17.7% |
| 6M | -9.4% | +22.3% | -31.7% | -17.4% |
| YTD | -14.3% | -0.3% | -13.9% | -16.7% |
| 1Y | -11.8% | +27.8% | -39.6% | -23.6% |
| 3Y | +52.0% | +162.4% | -110.5% | -9.7% |
| 5Y | +128.8% | +95.8% | +33.0% | +44.8% |
| All | +537.0% | +169.0% | +368.0% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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