+12,759.1%
TDG vs EXPE
+1,030.5%
+11,728.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.4% | -11.5% | +9.1% | +1.2% |
| 30D | -8.0% | -13.1% | +5.1% | -4.2% |
| 3M | -10.5% | +18.1% | -28.6% | -15.7% |
| 6M | -11.9% | +13.3% | -25.2% | -16.3% |
| YTD | -15.4% | -3.2% | -12.1% | -16.5% |
| 1Y | -14.2% | +26.1% | -40.4% | -23.1% |
| 3Y | +51.0% | +151.7% | -100.7% | +3.0% |
| 5Y | +126.5% | +88.3% | +38.1% | +62.9% |
| 10Y | +535.6% | +158.0% | +377.5% | +284.9% |
| All | +12,759.1% | +1,030.5% | +11,728.7% | +3,888.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling