+9,660.8%
TMO vs EXPD
+31,808.5%
-22,147.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.7% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | +8.4% | +0.6% | +7.8% | +8.2% |
| 3M | +18.7% | +9.8% | +8.9% | +15.9% |
| 6M | +58.9% | +25.8% | +33.1% | +49.9% |
| YTD | +24.2% | +31.3% | -7.1% | +15.3% |
| 1Y | +22.8% | +40.9% | -18.1% | +12.1% |
| 3Y | +61.6% | +74.7% | -13.1% | +39.0% |
| 5Y | +15.3% | +62.9% | -47.6% | +0.2% |
| 10Y | +388.1% | +334.3% | +53.8% | +238.0% |
| All | +9,660.8% | +31,808.5% | -22,147.7% | +4,210.8% |
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