+308.6%
EXPD vs TCOM
-9.7%
+318.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -0.9% | -7.6% | +6.7% | -0.1% |
| 30D | +4.1% | -12.2% | +16.3% | +5.4% |
| 3M | +13.8% | -14.2% | +28.0% | +15.3% |
| 6M | +27.3% | -25.0% | +52.3% | +30.8% |
| YTD | +25.4% | -43.7% | +69.1% | +32.5% |
| 1Y | +54.4% | -44.5% | +98.9% | +63.2% |
| 3Y | +67.9% | +13.4% | +54.5% | +60.8% |
| 5Y | +59.2% | +26.5% | +32.7% | +45.3% |
| 10Y | +308.6% | -10.3% | +318.8% | +259.2% |
| All | +308.6% | -9.7% | +318.3% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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