+6.8%
TMO vs EXPD
+60.9%
-54.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.2% |
| 7D | +0.4% | -0.9% | +1.3% | +0.8% |
| 30D | +1.5% | +4.1% | -2.5% | 0.0% |
| 3M | +28.5% | +13.8% | +14.8% | +22.2% |
| 6M | +20.4% | +27.3% | -6.9% | +9.2% |
| YTD | +4.3% | +25.4% | -21.2% | -5.6% |
| 1Y | +24.1% | +54.4% | -30.3% | +2.2% |
| 3Y | +17.5% | +67.9% | -50.4% | -8.5% |
| 5Y | +6.8% | +59.2% | -52.4% | -17.7% |
| All | +6.8% | +60.9% | -54.1% | -17.7% |
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