+328.6%
TMO vs EXPD
+332.1%
-3.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -0.6% | +2.0% | -2.7% | -1.4% |
| 30D | +1.1% | +4.4% | -3.3% | -0.6% |
| 3M | +28.3% | +15.7% | +12.6% | +20.6% |
| 6M | +23.3% | +37.5% | -14.2% | +7.3% |
| YTD | +5.5% | +29.9% | -24.5% | -6.8% |
| 1Y | +24.5% | +57.8% | -33.2% | +0.5% |
| 3Y | +19.6% | +71.6% | -52.1% | -8.6% |
| 5Y | +8.1% | +62.2% | -54.1% | -17.2% |
| All | +328.6% | +332.1% | -3.5% | +124.2% |
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