+855.0%
EXPE vs TAP
+112.6%
+742.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.5% | -2.3% | -7.2% | -8.5% |
| 30D | -6.6% | -2.1% | -4.5% | -5.7% |
| 3M | +31.4% | +6.6% | +24.8% | +27.2% |
| 6M | +35.2% | -11.5% | +46.7% | +42.0% |
| YTD | +5.8% | -10.3% | +16.1% | +9.7% |
| 1Y | +38.7% | -14.4% | +53.1% | +46.9% |
| 3Y | +175.8% | -28.3% | +204.1% | +211.4% |
| 5Y | +111.8% | +1.7% | +110.1% | +97.5% |
| 10Y | +179.7% | -49.2% | +228.9% | +236.8% |
| All | +855.0% | +112.6% | +742.4% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling