+156.4%
EXPE vs TCOM
-10.5%
+166.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +2.0% |
| 7D | -8.7% | -6.5% | -2.1% | -6.6% |
| 30D | -13.6% | -16.2% | +2.6% | -8.4% |
| 3M | +26.6% | -19.3% | +46.0% | +35.4% |
| 6M | +19.9% | -27.2% | +47.2% | +32.6% |
| YTD | -1.7% | -46.2% | +44.5% | +19.0% |
| 1Y | +29.4% | -46.6% | +76.1% | +56.9% |
| 3Y | +155.7% | +8.4% | +147.3% | +126.9% |
| 5Y | +93.1% | +25.8% | +67.3% | +48.6% |
| All | +156.4% | -10.5% | +166.9% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling