+2,854.6%
EXPE vs TNA
+781.2%
+2,073.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | -0.5% | +3.7% | -4.2% | -2.0% |
| 30D | -6.1% | +4.4% | -10.5% | -7.6% |
| 3M | -21.3% | -26.7% | +5.3% | -13.0% |
| 6M | +19.0% | -12.8% | +31.8% | +22.5% |
| YTD | -8.4% | +22.7% | -31.1% | -18.0% |
| 1Y | -2.8% | +35.7% | -38.5% | -16.2% |
| 3Y | +120.8% | +134.6% | -13.8% | +39.3% |
| 5Y | +46.2% | -46.0% | +92.2% | +39.1% |
| 10Y | +123.8% | +38.0% | +85.8% | +16.4% |
| All | +2,854.6% | +781.2% | +2,073.5% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling