+500.5%
TRGP vs EXPD
+60.9%
+439.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +12.4% | +5.5% | +6.9% | +10.7% |
| 30D | +2.6% | -0.8% | +3.4% | +2.9% |
| 3M | +11.9% | +4.1% | +7.7% | +10.5% |
| 6M | +13.9% | +25.7% | -11.8% | +6.3% |
| YTD | +64.2% | +31.4% | +32.8% | +49.5% |
| 1Y | +78.5% | +42.2% | +36.3% | +58.0% |
| 3Y | +272.9% | +77.2% | +195.7% | +197.5% |
| All | +500.5% | +60.9% | +439.7% | +368.1% |
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 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