+1,316.1%
TNA vs EXPD
+697.4%
+618.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.7% |
| 7D | -0.1% | -1.1% | +1.1% | +1.7% |
| 30D | -4.9% | +4.1% | -9.0% | -11.1% |
| 3M | +0.4% | +17.9% | -17.5% | -24.0% |
| 6M | +32.5% | +29.2% | +3.3% | -16.4% |
| YTD | +53.7% | +27.4% | +26.4% | -5.2% |
| 1Y | +65.1% | +56.8% | +8.3% | -30.9% |
| 3Y | +98.4% | +68.0% | +30.4% | -25.5% |
| 5Y | -22.5% | +61.9% | -84.3% | -68.1% |
| 10Y | +82.5% | +316.0% | -233.5% | -82.1% |
| All | +1,316.1% | +697.4% | +618.7% | -51.8% |
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