+11,237.1%
TSM vs EXPD
+4,193.4%
+7,043.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.5% | -6.3% | -8.8% |
| 7D | -18.2% | -4.8% | -13.4% | -16.3% |
| 30D | -26.8% | -1.5% | -25.3% | -26.2% |
| 3M | -14.5% | +4.1% | -18.6% | -16.1% |
| 6M | -10.0% | +24.0% | -34.0% | -18.8% |
| YTD | +17.1% | +27.4% | -10.3% | +2.5% |
| 1Y | +21.5% | +38.4% | -16.9% | +2.3% |
| 3Y | +300.4% | +73.2% | +227.2% | +197.4% |
| 5Y | +224.7% | +59.9% | +164.9% | +146.5% |
| 10Y | +1,372.7% | +319.9% | +1,052.7% | +604.3% |
| All | +11,237.1% | +4,193.4% | +7,043.8% | +1,746.2% |
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