+158.8%
EXPE vs TDY
+45.1%
+113.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -8.7% | -1.9% | -6.8% | -8.0% |
| 30D | -13.6% | -12.5% | -1.1% | -9.1% |
| 3M | +26.6% | -0.8% | +27.5% | +25.9% |
| 6M | +19.9% | -9.0% | +28.9% | +23.5% |
| YTD | -1.7% | +16.8% | -18.5% | -14.0% |
| 1Y | +29.4% | +9.5% | +20.0% | +17.4% |
| All | +158.8% | +45.1% | +113.6% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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