+326.1%
TPR vs EXPD
+315.7%
+10.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -2.3% | -1.1% | -1.2% | -1.6% |
| 30D | -23.0% | +4.1% | -27.0% | -25.3% |
| 3M | -12.5% | +17.9% | -30.4% | -22.3% |
| 6M | -21.4% | +29.2% | -50.7% | -35.1% |
| YTD | -3.5% | +27.4% | -30.9% | -20.8% |
| 1Y | +17.4% | +56.8% | -39.5% | -17.6% |
| 3Y | +291.3% | +68.0% | +223.2% | +152.8% |
| 5Y | +241.9% | +61.9% | +180.0% | +120.5% |
| All | +326.1% | +315.7% | +10.4% | +50.1% |
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