+194.4%
TRI vs EXPD
+316.4%
-121.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.2% |
| 7D | -8.4% | +1.2% | -9.6% | -8.7% |
| 30D | -6.5% | +5.2% | -11.7% | -7.7% |
| 3M | +18.6% | +13.2% | +5.4% | +14.8% |
| 6M | -10.4% | +30.3% | -40.8% | -16.5% |
| YTD | -23.7% | +27.0% | -50.7% | -28.7% |
| 1Y | -42.5% | +57.3% | -99.8% | -49.5% |
| 3Y | -19.3% | +70.0% | -89.3% | -31.9% |
| 5Y | -9.7% | +61.6% | -71.3% | -24.2% |
| 10Y | +194.4% | +321.1% | -126.6% | +84.9% |
| All | +194.4% | +316.4% | -121.9% | +84.9% |
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