+153.1%
EXPE vs TAP
-52.1%
+205.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.8% | -6.1% |
| 7D | -9.8% | -2.3% | -7.4% | -8.7% |
| 30D | -11.5% | -9.4% | -2.1% | -7.5% |
| 3M | +21.7% | -0.8% | +22.5% | +22.1% |
| 6M | +10.4% | -14.7% | +25.1% | +17.7% |
| YTD | -2.5% | -13.9% | +11.4% | +2.9% |
| 1Y | +27.3% | -18.6% | +46.0% | +37.7% |
| 3Y | +153.5% | -32.0% | +185.5% | +191.7% |
| 5Y | +91.1% | -1.0% | +92.1% | +81.1% |
| 10Y | +153.1% | -51.4% | +204.5% | +168.8% |
| All | +153.1% | -52.1% | +205.2% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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