+1,055.3%
TSN vs EXPD
+30,172.0%
-29,116.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.3% |
| 7D | +4.6% | -7.2% | +11.8% | +6.0% |
| 30D | +15.4% | -3.3% | +18.7% | +16.1% |
| 3M | +2.9% | +3.4% | -0.5% | +2.1% |
| 6M | -10.8% | +22.7% | -33.5% | -14.6% |
| YTD | +4.5% | +24.5% | -20.1% | -0.9% |
| 1Y | +19.5% | +38.6% | -19.1% | +11.0% |
| 3Y | +42.2% | +71.5% | -29.3% | +25.5% |
| 5Y | -14.2% | +56.2% | -70.4% | -23.6% |
| 10Y | +15.4% | +310.5% | -295.1% | -15.2% |
| All | +1,055.3% | +30,172.0% | -29,116.7% | +486.8% |
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