+47.9%
EXPE vs TCOM
+40.9%
+7.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -4.5% | +11.5% | -16.0% | -7.2% |
| 3M | -19.7% | -5.2% | -14.5% | -18.7% |
| 6M | +18.3% | -16.9% | +35.2% | +23.4% |
| YTD | -7.3% | -39.9% | +32.6% | +4.3% |
| 1Y | -3.9% | -42.1% | +38.2% | +9.1% |
| 3Y | +123.0% | +28.0% | +95.0% | +95.2% |
| 5Y | +47.9% | +40.4% | +7.6% | +25.6% |
| All | +47.9% | +40.9% | +7.0% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling