-80.5%
TE vs EXPD
+172.4%
-253.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -19.1% | +5.5% | -24.6% | -20.9% |
| 30D | -34.1% | -0.8% | -33.3% | -33.6% |
| 3M | -60.1% | +4.1% | -64.3% | -60.7% |
| 6M | -66.0% | +25.7% | -91.6% | -69.0% |
| YTD | -71.4% | +31.4% | -102.8% | -74.8% |
| 1Y | -45.3% | +42.2% | -87.5% | -53.5% |
| 3Y | +9.1% | +77.2% | -68.0% | -16.5% |
| 5Y | -82.6% | +61.0% | -143.6% | -86.7% |
| All | -80.5% | +172.4% | -253.0% | -85.2% |
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