-84.3%
TE vs EXPD
+60.9%
-145.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -19.1% | +5.5% | -24.6% | -21.5% |
| 30D | -34.1% | -0.8% | -33.3% | -33.5% |
| 3M | -60.1% | +4.1% | -64.3% | -60.9% |
| 6M | -66.0% | +25.7% | -91.6% | -70.1% |
| YTD | -71.4% | +31.4% | -102.8% | -76.0% |
| 1Y | -45.3% | +42.2% | -87.5% | -56.5% |
| 3Y | +9.1% | +77.2% | -68.0% | -26.6% |
| All | -84.3% | +60.9% | -145.2% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling