+88.3%
EXPE vs TNA
-22.1%
+110.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.7% |
| 7D | -11.5% | -3.6% | -7.9% | -10.4% |
| 30D | -13.1% | -10.1% | -3.0% | -10.0% |
| 3M | +18.1% | +2.7% | +15.5% | +16.1% |
| 6M | +13.3% | +38.4% | -25.1% | -1.7% |
| YTD | -3.2% | +45.4% | -48.7% | -18.4% |
| 1Y | +26.1% | +55.9% | -29.8% | +2.2% |
| 3Y | +151.7% | +109.8% | +41.9% | +58.4% |
| 5Y | +88.3% | -22.5% | +110.9% | +59.3% |
| All | +88.3% | -22.1% | +110.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling