-76.7%
TE vs EXPD
+165.1%
-241.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.1% |
| 7D | -10.5% | -5.5% | -5.1% | -8.2% |
| 30D | -32.4% | -1.9% | -30.6% | -31.6% |
| 3M | -60.9% | +6.1% | -66.9% | -61.8% |
| 6M | -62.8% | +21.6% | -84.4% | -65.7% |
| YTD | -65.7% | +27.9% | -93.6% | -69.5% |
| 1Y | -39.9% | +39.4% | -79.3% | -48.5% |
| 3Y | +10.6% | +72.7% | -62.0% | -14.7% |
| 5Y | -79.7% | +60.3% | -140.0% | -84.4% |
| All | -76.7% | +165.1% | -241.8% | -82.1% |
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