-17.8%
TRI vs EXPD
+66.3%
-84.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.3% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | -2.3% | +4.1% | -6.4% | -2.9% |
| 3M | +19.6% | +13.8% | +5.8% | +17.5% |
| 6M | -8.7% | +27.3% | -36.0% | -11.5% |
| YTD | -22.3% | +25.4% | -47.7% | -24.5% |
| 1Y | -40.7% | +54.4% | -95.0% | -43.9% |
| 3Y | -17.8% | +67.9% | -85.6% | -26.6% |
| All | -17.8% | +66.3% | -84.1% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling