+118.5%
EXPE vs TAP
-49.5%
+168.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -13.3% | -7.8% | -5.5% | -9.8% |
| 30D | -5.5% | +7.1% | -12.6% | -8.0% |
| 3M | -16.5% | -7.0% | -9.4% | -13.4% |
| 6M | +13.1% | -3.8% | +16.9% | +15.1% |
| YTD | -8.0% | -11.7% | +3.7% | -3.7% |
| 1Y | +1.1% | -10.1% | +11.2% | +4.9% |
| 3Y | +131.2% | -23.7% | +154.9% | +153.3% |
| 5Y | +39.8% | +2.9% | +36.9% | +30.9% |
| 10Y | +118.5% | -49.5% | +168.0% | +123.1% |
| All | +118.5% | -49.5% | +168.0% | +123.1% |
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