+27.0%
TMO vs EXPD
+59.0%
-32.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -2.5% | +1.2% | -3.6% | -2.6% |
| 30D | -0.3% | +6.8% | -7.1% | -1.0% |
| 3M | +25.3% | +14.9% | +10.3% | +23.2% |
| 6M | +20.9% | +34.6% | -13.8% | +16.4% |
| YTD | +4.3% | +27.7% | -23.4% | +1.8% |
| 1Y | +27.0% | +57.7% | -30.6% | +23.7% |
| All | +27.0% | +59.0% | -32.0% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling