+357.4%
TRV vs EXPD
+334.2%
+23.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.8% |
| 7D | -0.9% | -5.5% | +4.6% | +0.7% |
| 30D | +7.2% | -1.9% | +9.1% | +7.6% |
| 3M | +3.2% | +6.1% | -2.9% | +1.1% |
| 6M | +33.6% | +21.6% | +12.0% | +25.4% |
| YTD | +37.8% | +27.9% | +9.9% | +26.0% |
| 1Y | +43.4% | +39.4% | +4.0% | +27.3% |
| 3Y | +146.7% | +72.7% | +74.0% | +99.1% |
| 5Y | +176.1% | +60.3% | +115.8% | +124.5% |
| 10Y | +357.4% | +332.6% | +24.8% | +130.5% |
| All | +357.4% | +334.2% | +23.3% | +130.5% |
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 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