-19.2%
TNA vs EXPD
+60.9%
-80.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | +0.5% |
| 7D | +4.1% | -0.9% | +5.0% | +5.2% |
| 30D | -7.6% | +4.1% | -11.7% | -12.0% |
| 3M | +8.1% | +13.8% | -5.7% | -8.1% |
| 6M | +49.0% | +27.3% | +21.7% | +8.3% |
| YTD | +51.7% | +25.4% | +26.3% | +8.6% |
| 1Y | +59.6% | +54.4% | +5.2% | -16.1% |
| 3Y | +118.9% | +67.9% | +51.0% | +3.6% |
| 5Y | -19.2% | +59.2% | -78.3% | -61.6% |
| All | -19.2% | +60.9% | -80.1% | -61.6% |
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