+87.5%
TNA vs EXPD
+316.4%
-228.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.9% |
| 7D | -3.6% | +1.2% | -4.8% | -5.3% |
| 30D | -10.1% | +5.2% | -15.3% | -16.6% |
| 3M | +2.7% | +13.2% | -10.5% | -15.1% |
| 6M | +38.4% | +30.3% | +8.1% | -9.3% |
| YTD | +45.4% | +27.0% | +18.4% | -5.1% |
| 1Y | +55.9% | +57.3% | -1.4% | -29.6% |
| 3Y | +109.8% | +70.0% | +39.8% | -15.4% |
| 5Y | -22.5% | +61.6% | -84.1% | -65.0% |
| 10Y | +87.5% | +321.1% | -233.5% | -74.5% |
| All | +87.5% | +316.4% | -228.8% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling