+1,410.4%
TSM vs EXPD
+304.0%
+1,106.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.3% |
| 7D | -7.6% | -7.2% | -0.4% | -4.4% |
| 30D | -20.5% | -3.3% | -17.2% | -19.3% |
| 3M | -10.0% | +3.4% | -13.4% | -11.4% |
| 6M | -10.1% | +22.7% | -32.7% | -18.4% |
| YTD | +24.5% | +24.5% | 0.0% | +10.0% |
| 1Y | +31.2% | +38.6% | -7.5% | +9.6% |
| 3Y | +322.0% | +71.5% | +250.5% | +207.0% |
| 5Y | +245.3% | +56.2% | +189.0% | +158.3% |
| All | +1,410.4% | +304.0% | +1,106.4% | +675.5% |
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