+19.4%
TMO vs EXPD
+41.2%
-21.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +3.3% | +3.6% | -0.3% | +2.8% |
| 30D | +5.5% | +0.3% | +5.2% | +5.4% |
| 3M | +16.1% | +6.1% | +10.0% | +15.2% |
| 6M | +52.6% | +27.4% | +25.2% | +47.3% |
| YTD | +21.0% | +32.0% | -10.9% | +14.5% |
| 1Y | +19.4% | +40.5% | -21.2% | +10.5% |
| All | +19.4% | +41.2% | -21.9% | +10.5% |
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