+708.6%
TLN vs EXPD
+80.3%
+628.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.7% |
| 7D | +11.0% | +5.5% | +5.5% | +10.9% |
| 30D | +4.9% | -0.8% | +5.7% | +5.0% |
| 3M | +4.9% | +4.1% | +0.8% | +4.9% |
| 6M | +7.1% | +25.7% | -18.6% | +6.9% |
| YTD | +0.3% | +31.4% | -31.1% | -0.3% |
| 1Y | +5.9% | +42.2% | -36.3% | +4.8% |
| 3Y | +578.5% | +77.2% | +501.3% | +562.5% |
| All | +708.6% | +80.3% | +628.3% | +676.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling