-31.8%
TE vs EXPD
+68.8%
-100.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.4% |
| 7D | -12.6% | -7.2% | -5.4% | -9.8% |
| 30D | -36.7% | -3.3% | -33.5% | -35.6% |
| 3M | -57.5% | +3.4% | -60.9% | -57.8% |
| 6M | -55.2% | +22.7% | -77.9% | -58.1% |
| YTD | -64.7% | +24.5% | -89.2% | -67.6% |
| 1Y | -35.9% | +38.6% | -74.5% | -44.0% |
| 3Y | -31.8% | +71.5% | -103.3% | -22.8% |
| All | -31.8% | +68.8% | -100.6% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling