+154.4%
EXPE vs TLN
+683.0%
-528.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.3% | -0.7% |
| 7D | -13.3% | +9.1% | -22.4% | -14.3% |
| 30D | -5.5% | -4.1% | -1.4% | -5.3% |
| 3M | -16.5% | +4.4% | -20.9% | -17.5% |
| 6M | +13.1% | -6.0% | +19.1% | +12.4% |
| YTD | -8.0% | -3.1% | -4.9% | -10.0% |
| 1Y | +1.1% | -6.1% | +7.2% | -0.8% |
| 3Y | +131.2% | +575.3% | -444.2% | +48.8% |
| All | +154.4% | +683.0% | -528.6% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling