+11.7%
TSN vs EXPD
+304.0%
-292.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.1% |
| 7D | +4.6% | -7.2% | +11.8% | +6.5% |
| 30D | +15.4% | -3.3% | +18.7% | +16.2% |
| 3M | +2.9% | +3.4% | -0.5% | +1.7% |
| 6M | -10.8% | +22.7% | -33.5% | -16.1% |
| YTD | +4.5% | +24.5% | -20.1% | -3.2% |
| 1Y | +19.5% | +38.6% | -19.1% | +7.1% |
| 3Y | +42.2% | +71.5% | -29.3% | +17.0% |
| 5Y | -14.2% | +56.2% | -70.4% | -28.4% |
| All | +11.7% | +304.0% | -292.3% | -31.4% |
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