+33.1%
TPR vs EXPD
+40.4%
-7.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -0.3% | +5.5% | -5.8% | -0.6% |
| 30D | +15.1% | -0.8% | +15.9% | +15.0% |
| 3M | +3.5% | +4.1% | -0.6% | +2.9% |
| 6M | +0.4% | +25.7% | -25.2% | -3.4% |
| YTD | +4.6% | +31.4% | -26.8% | -2.2% |
| 1Y | +33.1% | +42.2% | -9.1% | +21.1% |
| All | +33.1% | +40.4% | -7.3% | +21.1% |
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 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