+120.8%
EXPE vs TNA
+138.6%
-17.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -0.5% | +3.7% | -4.2% | -1.7% |
| 30D | -6.1% | +4.4% | -10.5% | -7.1% |
| 3M | -21.3% | -26.7% | +5.3% | -14.6% |
| 6M | +19.0% | -12.8% | +31.8% | +21.9% |
| YTD | -8.4% | +22.7% | -31.1% | -16.4% |
| 1Y | -2.8% | +35.7% | -38.5% | -14.1% |
| 3Y | +120.8% | +134.6% | -13.8% | +58.0% |
| All | +120.8% | +138.6% | -17.8% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling