+762.0%
TRGP vs EXPD
+304.0%
+458.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.7% |
| 7D | -16.0% | -7.2% | -8.8% | -13.1% |
| 30D | -6.4% | -3.3% | -3.2% | -5.1% |
| 3M | -1.0% | +3.4% | -4.3% | -2.7% |
| 6M | +7.0% | +22.7% | -15.7% | -3.3% |
| YTD | +46.1% | +24.5% | +21.6% | +28.9% |
| 1Y | +58.7% | +38.6% | +20.0% | +32.4% |
| 3Y | +221.9% | +71.5% | +150.4% | +132.2% |
| 5Y | +419.9% | +56.2% | +363.6% | +284.6% |
| All | +762.0% | +304.0% | +458.0% | +331.1% |
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