+169.5%
EXPE vs TLN
+602.5%
-432.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.8% | -10.6% | -8.3% |
| 7D | -9.8% | +10.9% | -20.7% | -11.1% |
| 30D | -11.5% | -6.3% | -5.2% | -10.9% |
| 3M | +21.7% | -10.7% | +32.4% | +22.5% |
| 6M | +10.4% | +1.6% | +8.8% | +7.7% |
| YTD | -2.5% | -13.1% | +10.6% | -2.7% |
| 1Y | +27.3% | -15.1% | +42.4% | +26.6% |
| 3Y | +153.5% | +495.0% | -341.5% | +66.8% |
| All | +169.5% | +602.5% | -432.9% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TLN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling