+54.4%
EXPD vs TCOM
-44.5%
+98.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -0.9% | -7.6% | +6.7% | -0.5% |
| 30D | +4.1% | -12.2% | +16.3% | +4.9% |
| 3M | +13.8% | -14.2% | +28.0% | +14.9% |
| 6M | +27.3% | -25.0% | +52.3% | +30.8% |
| YTD | +25.4% | -43.7% | +69.1% | +30.8% |
| 1Y | +54.4% | -44.5% | +98.9% | +60.8% |
| All | +54.4% | -44.5% | +98.9% | +60.8% |
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 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