+60.1%
EXPD vs TCOM
+40.6%
+19.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +5.5% | -1.8% | +7.3% | +5.6% |
| 30D | -0.8% | +12.1% | -12.9% | -1.7% |
| 3M | +4.1% | -3.2% | +7.3% | +4.3% |
| 6M | +25.7% | -16.6% | +42.3% | +27.1% |
| YTD | +31.4% | -39.4% | +70.8% | +35.9% |
| 1Y | +42.2% | -41.5% | +83.7% | +47.4% |
| 3Y | +77.2% | +24.4% | +52.8% | +71.3% |
| All | +60.1% | +40.6% | +19.5% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling