+8,241.0%
TMO vs EXPD
+30,859.1%
-22,618.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -1.4% | -1.1% | -0.2% | -1.1% |
| 30D | +6.2% | +4.1% | +2.1% | +5.2% |
| 3M | +27.5% | +17.9% | +9.6% | +22.4% |
| 6M | +20.0% | +29.2% | -9.3% | +12.3% |
| YTD | +6.1% | +27.4% | -21.2% | -0.6% |
| 1Y | +25.8% | +56.8% | -31.0% | +11.7% |
| 3Y | +11.2% | +68.0% | -56.8% | -3.3% |
| 5Y | +9.6% | +61.9% | -52.3% | -4.6% |
| 10Y | +317.8% | +316.0% | +1.8% | +192.4% |
| All | +8,241.0% | +30,859.1% | -22,618.1% | +3,614.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling