+384.1%
TPR vs EXPD
+313.3%
+70.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.5% | +9.9% |
| 7D | +13.9% | -4.8% | +18.7% | +17.0% |
| 30D | +14.9% | -1.5% | +16.4% | +15.5% |
| 3M | -15.4% | +4.1% | -19.5% | -18.5% |
| 6M | -4.5% | +24.0% | -28.5% | -18.8% |
| YTD | +6.0% | +27.4% | -21.4% | -13.7% |
| 1Y | +24.3% | +38.4% | -14.0% | -4.4% |
| 3Y | +412.8% | +73.2% | +339.6% | +222.1% |
| 5Y | +258.4% | +59.9% | +198.6% | +133.4% |
| All | +384.1% | +313.3% | +70.7% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling