+86.6%
TPG vs EXPD
+58.6%
+27.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -2.4% | -1.1% | -1.3% | -1.8% |
| 30D | +11.1% | +4.1% | +7.0% | +8.7% |
| 3M | +26.3% | +17.9% | +8.4% | +15.4% |
| 6M | +18.3% | +29.2% | -10.9% | +2.1% |
| YTD | -14.4% | +27.4% | -41.8% | -26.3% |
| 1Y | -6.7% | +56.8% | -63.6% | -30.1% |
| 3Y | +111.5% | +68.0% | +43.4% | +47.4% |
| All | +86.6% | +58.6% | +27.9% | +25.0% |
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