+1,069.7%
TNA vs EXPD
+699.0%
+370.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -1.7% |
| 7D | -0.5% | -7.4% | +6.9% | +12.7% |
| 30D | -0.7% | -2.1% | +1.4% | +2.9% |
| 3M | -21.5% | +5.7% | -27.2% | -28.8% |
| 6M | -11.2% | +21.4% | -32.6% | -36.6% |
| YTD | +27.0% | +27.6% | -0.6% | -22.5% |
| 1Y | +28.0% | +36.1% | -8.1% | -29.7% |
| 3Y | +142.9% | +69.9% | +73.0% | -11.2% |
| 5Y | -42.6% | +59.7% | -102.3% | -75.6% |
| 10Y | +53.3% | +323.0% | -269.8% | -85.4% |
| All | +1,069.7% | +699.0% | +370.6% | -60.5% |
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 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