+585.3%
TRI vs EXPD
+1,597.8%
-1,012.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.6% | -7.4% | +5.8% | +0.4% |
| 30D | +5.0% | -2.1% | +7.1% | +5.4% |
| 3M | +4.6% | +5.7% | -1.1% | +2.5% |
| 6M | +18.3% | +21.4% | -3.1% | +11.3% |
| YTD | -14.7% | +27.6% | -42.3% | -21.5% |
| 1Y | -16.7% | +36.1% | -52.8% | -24.8% |
| 3Y | -11.3% | +69.9% | -81.2% | -26.7% |
| 5Y | -0.6% | +59.7% | -60.3% | -17.7% |
| 10Y | +220.2% | +323.0% | -102.8% | +91.3% |
| All | +585.3% | +1,597.8% | -1,012.5% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling