+73.4%
TGT vs EXPD
+72.3%
+1.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.8% |
| 7D | +4.7% | -5.5% | +10.2% | +6.6% |
| 30D | +8.0% | -1.9% | +9.9% | +8.5% |
| 3M | +11.7% | +6.1% | +5.6% | +9.0% |
| 6M | +34.7% | +21.6% | +13.1% | +24.6% |
| YTD | +74.4% | +27.9% | +46.5% | +56.1% |
| 1Y | +89.2% | +39.4% | +49.8% | +62.4% |
| 3Y | +73.4% | +72.7% | +0.7% | +29.8% |
| All | +73.4% | +72.3% | +1.1% | +29.8% |
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