-53.2%
TE vs EXPD
+164.0%
-217.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -4.0% | -1.1% | -2.8% | -3.5% |
| 30D | -15.9% | +4.1% | -20.0% | -17.4% |
| 3M | -60.5% | +17.9% | -78.5% | -63.3% |
| 6M | -35.2% | +29.2% | -64.4% | -42.1% |
| YTD | -31.1% | +27.4% | -58.5% | -38.7% |
| 1Y | +148.6% | +56.8% | +91.8% | +101.4% |
| 3Y | -26.4% | +68.0% | -94.4% | -42.7% |
| 5Y | -48.0% | +61.9% | -109.9% | -60.1% |
| All | -53.2% | +164.0% | -217.2% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling