-24.0%
TGT vs EXPD
+61.0%
-85.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.4% |
| 7D | +4.7% | -5.5% | +10.2% | +7.4% |
| 30D | +8.0% | -1.9% | +9.9% | +8.7% |
| 3M | +11.7% | +6.1% | +5.6% | +8.0% |
| 6M | +34.7% | +21.6% | +13.1% | +21.0% |
| YTD | +74.4% | +27.9% | +46.5% | +49.9% |
| 1Y | +89.2% | +39.4% | +49.8% | +54.5% |
| 3Y | +73.4% | +72.7% | +0.7% | +21.0% |
| 5Y | -24.0% | +60.3% | -84.3% | -46.7% |
| All | -24.0% | +61.0% | -85.0% | -46.7% |
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