+855.0%
EXPE vs TCOM
+1,158.6%
-303.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -9.5% | -9.5% | 0.0% | -6.8% |
| 30D | -6.6% | -10.7% | +4.1% | -3.5% |
| 3M | +31.4% | -14.6% | +46.0% | +37.2% |
| 6M | +35.2% | -19.3% | +54.5% | +43.6% |
| YTD | +5.8% | -42.9% | +48.7% | +23.7% |
| 1Y | +38.7% | -43.8% | +82.5% | +62.6% |
| 3Y | +175.8% | +2.1% | +173.7% | +156.1% |
| 5Y | +111.8% | +31.2% | +80.6% | +69.1% |
| 10Y | +179.7% | -13.9% | +193.6% | +137.9% |
| All | +855.0% | +1,158.6% | -303.6% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling