-50.0%
TNA vs EXPD
+55.6%
-105.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +5.5% |
| 7D | -7.0% | -7.2% | +0.2% | +1.6% |
| 30D | -6.4% | -3.3% | -3.2% | -2.6% |
| 3M | -25.7% | +3.4% | -29.1% | -29.0% |
| 6M | -19.7% | +22.7% | -42.4% | -38.5% |
| YTD | +18.3% | +24.5% | -6.3% | -15.6% |
| 1Y | +24.6% | +38.6% | -14.1% | -23.2% |
| 3Y | +112.8% | +71.5% | +41.3% | -6.0% |
| All | -50.0% | +55.6% | -105.6% | -77.2% |
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