+13,634.3%
TSM vs EXPD
+4,191.8%
+9,442.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +2.7% | -1.1% | +3.9% | +3.3% |
| 30D | +3.6% | +4.1% | -0.5% | +1.7% |
| 3M | -3.4% | +17.9% | -21.3% | -10.7% |
| 6M | +20.6% | +29.2% | -8.6% | +6.1% |
| YTD | +41.9% | +27.4% | +14.5% | +24.2% |
| 1Y | +84.4% | +56.8% | +27.5% | +45.4% |
| 3Y | +380.2% | +68.0% | +312.2% | +261.6% |
| 5Y | +275.3% | +61.9% | +213.5% | +182.5% |
| 10Y | +1,751.4% | +316.0% | +1,435.4% | +789.3% |
| All | +13,634.3% | +4,191.8% | +9,442.6% | +2,137.6% |
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