+153.5%
EXPE vs TCOM
+13.4%
+140.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.3% | -6.6% | -7.6% |
| 7D | -9.8% | -7.6% | -2.1% | -8.2% |
| 30D | -11.5% | -12.2% | +0.7% | -9.0% |
| 3M | +21.7% | -14.2% | +35.9% | +25.4% |
| 6M | +10.4% | -25.0% | +35.4% | +17.0% |
| YTD | -2.5% | -43.7% | +41.1% | +8.4% |
| 1Y | +27.3% | -44.5% | +71.9% | +41.9% |
| 3Y | +153.5% | +13.4% | +140.1% | +140.0% |
| All | +153.5% | +13.4% | +140.1% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling