+330.4%
TSM vs EXPD
+75.3%
+255.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | +6.2% | +5.5% | +0.7% | +4.9% |
| 30D | -7.3% | -0.8% | -6.5% | -7.0% |
| 3M | -7.1% | +4.1% | -11.3% | -7.8% |
| 6M | +0.2% | +25.7% | -25.4% | -4.7% |
| YTD | +32.2% | +31.4% | +0.8% | +23.2% |
| 1Y | +42.8% | +42.2% | +0.6% | +29.2% |
| 3Y | +330.4% | +77.2% | +253.2% | +253.1% |
| All | +330.4% | +75.3% | +255.1% | +253.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling