+6,961.6%
TRV vs EXPD
+30,172.0%
-23,210.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -1.4% |
| 7D | -0.3% | -7.2% | +6.9% | +1.3% |
| 30D | +9.6% | -3.3% | +12.9% | +10.3% |
| 3M | +2.7% | +3.4% | -0.7% | +1.9% |
| 6M | +32.0% | +22.7% | +9.3% | +26.1% |
| YTD | +37.8% | +24.5% | +13.3% | +30.3% |
| 1Y | +45.2% | +38.6% | +6.6% | +34.1% |
| 3Y | +145.3% | +71.5% | +73.8% | +114.0% |
| 5Y | +172.3% | +56.2% | +116.1% | +139.1% |
| 10Y | +367.3% | +310.5% | +56.9% | +233.1% |
| All | +6,961.6% | +30,172.0% | -23,210.4% | +3,182.6% |
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 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