+7,061.3%
TRV vs EXPD
+30,923.0%
-23,861.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.4% | -7.4% | +8.8% | +3.0% |
| 30D | +8.7% | -2.1% | +10.8% | +9.1% |
| 3M | +7.1% | +5.7% | +1.4% | +5.7% |
| 6M | +35.5% | +21.4% | +14.1% | +29.7% |
| YTD | +39.7% | +27.6% | +12.1% | +31.5% |
| 1Y | +44.1% | +36.1% | +8.0% | +33.6% |
| 3Y | +148.1% | +69.9% | +78.2% | +117.0% |
| 5Y | +178.6% | +59.7% | +118.9% | +143.4% |
| 10Y | +352.5% | +323.0% | +29.5% | +220.5% |
| All | +7,061.3% | +30,923.0% | -23,861.8% | +3,211.5% |
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