+36.4%
EXPD vs TCOM
-39.5%
+76.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | -5.5% | +7.4% | -12.9% | -5.8% |
| 30D | -1.9% | +13.2% | -15.1% | -2.5% |
| 3M | +6.1% | -4.6% | +10.6% | +6.6% |
| 6M | +21.6% | -16.4% | +38.0% | +24.5% |
| YTD | +27.9% | -38.8% | +66.6% | +33.0% |
| All | +36.4% | -39.5% | +76.0% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling