+1,672.6%
TSM vs EXPD
+336.9%
+1,335.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +14.8% | +3.6% | +11.2% | +13.0% |
| 30D | -8.9% | +0.3% | -9.2% | -8.9% |
| 3M | -5.3% | +6.1% | -11.3% | -7.7% |
| 6M | +2.6% | +27.4% | -24.8% | -8.4% |
| YTD | +34.5% | +32.0% | +2.5% | +15.7% |
| 1Y | +41.0% | +40.5% | +0.5% | +17.4% |
| 3Y | +333.1% | +75.7% | +257.4% | +212.2% |
| 5Y | +270.1% | +61.7% | +208.4% | +173.0% |
| All | +1,672.6% | +336.9% | +1,335.7% | +758.3% |
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