+301.7%
EXPD vs TCOM
+3.1%
+298.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.4% |
| 7D | -7.2% | +12.1% | -19.2% | -8.3% |
| 30D | -3.3% | +16.5% | -19.8% | -4.8% |
| 3M | +3.4% | -4.0% | +7.4% | +3.7% |
| 6M | +22.7% | -18.5% | +41.2% | +24.9% |
| YTD | +24.5% | -38.3% | +62.8% | +30.2% |
| 1Y | +38.6% | -36.6% | +75.3% | +44.5% |
| 3Y | +71.5% | +31.1% | +40.4% | +61.8% |
| 5Y | +56.2% | +47.6% | +8.7% | +40.2% |
| All | +301.7% | +3.1% | +298.6% | +251.8% |
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