+1,502.2%
TSM vs EXPD
+334.2%
+1,168.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.3% |
| 7D | -2.5% | -5.5% | +3.0% | +0.1% |
| 30D | -14.3% | -1.9% | -12.4% | -13.5% |
| 3M | -7.2% | +6.1% | -13.3% | -9.7% |
| 6M | -5.1% | +21.6% | -26.7% | -13.5% |
| YTD | +28.9% | +27.9% | +1.0% | +12.6% |
| 1Y | +37.1% | +39.4% | -2.3% | +14.5% |
| 3Y | +341.5% | +72.7% | +268.8% | +221.0% |
| 5Y | +245.7% | +60.3% | +185.4% | +155.8% |
| 10Y | +1,502.2% | +332.6% | +1,169.7% | +776.0% |
| All | +1,502.2% | +334.2% | +1,168.1% | +776.0% |
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