+88.3%
EXPE vs TCOM
+25.9%
+62.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | -11.5% | -10.2% | -1.3% | -9.0% |
| 30D | -13.1% | -16.8% | +3.8% | -8.8% |
| 3M | +18.1% | -16.7% | +34.8% | +23.5% |
| 6M | +13.3% | -27.1% | +40.3% | +22.6% |
| YTD | -3.2% | -45.5% | +42.3% | +12.1% |
| 1Y | +26.1% | -45.9% | +72.0% | +46.2% |
| 3Y | +151.7% | +9.8% | +142.0% | +129.4% |
| 5Y | +88.3% | +23.8% | +64.5% | +59.8% |
| All | +88.3% | +25.9% | +62.4% | +59.8% |
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