+256.1%
TPR vs EXPD
+55.6%
+200.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | 0.0% |
| 7D | +14.2% | -7.2% | +21.4% | +17.8% |
| 30D | +17.1% | -3.3% | +20.4% | +18.5% |
| 3M | -17.7% | +3.4% | -21.1% | -19.8% |
| 6M | -10.2% | +22.7% | -32.9% | -20.2% |
| YTD | +4.9% | +24.5% | -19.6% | -9.2% |
| 1Y | +36.1% | +38.6% | -2.5% | +10.7% |
| 3Y | +416.5% | +71.5% | +345.0% | +259.4% |
| All | +256.1% | +55.6% | +200.5% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling