+156.4%
EXPE vs TNA
+84.1%
+72.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.6% |
| 7D | -8.7% | -7.6% | -1.1% | -6.2% |
| 30D | -13.6% | -13.6% | 0.0% | -9.4% |
| 3M | +26.6% | +2.8% | +23.8% | +24.3% |
| 6M | +19.9% | +34.5% | -14.6% | +5.1% |
| YTD | -1.7% | +41.0% | -42.7% | -16.2% |
| 1Y | +29.4% | +52.0% | -22.6% | +5.9% |
| 3Y | +155.7% | +103.5% | +52.2% | +66.3% |
| 5Y | +93.1% | -22.5% | +115.6% | +59.5% |
| All | +156.4% | +84.1% | +72.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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