+19.3%
TPR vs EXPD
+53.8%
-34.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +4.0% |
| 7D | +12.6% | +0.3% | +12.4% | +12.5% |
| 30D | +7.1% | +1.8% | +5.3% | +6.7% |
| 3M | -19.4% | +8.9% | -28.3% | -20.6% |
| 6M | -9.7% | +42.2% | -52.0% | -17.7% |
| YTD | -1.0% | +33.4% | -34.4% | -13.0% |
| 1Y | +19.3% | +47.2% | -27.9% | -9.0% |
| All | +19.3% | +53.8% | -34.5% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling