+120.8%
EXPE vs TAP
-22.2%
+142.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -2.5% |
| 7D | -0.5% | +1.3% | -1.8% | -1.1% |
| 30D | -6.1% | +5.7% | -11.8% | -7.6% |
| 3M | -21.3% | -1.9% | -19.4% | -20.4% |
| 6M | +19.0% | +0.9% | +18.1% | +18.8% |
| YTD | -8.4% | -9.5% | +1.1% | -5.7% |
| 1Y | -2.8% | -9.0% | +6.2% | -0.3% |
| 3Y | +120.8% | -22.2% | +143.0% | +129.3% |
| All | +120.8% | -22.2% | +142.9% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling