+3,313.6%
EXPE vs TNA
+1,004.3%
+2,309.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | -6.6% | -4.9% | -1.7% | -5.2% |
| 3M | +31.4% | +0.4% | +31.0% | +29.8% |
| 6M | +35.2% | +32.5% | +2.7% | +19.0% |
| YTD | +5.8% | +53.7% | -47.9% | -12.0% |
| 1Y | +38.7% | +65.1% | -26.4% | +11.0% |
| 3Y | +175.8% | +98.4% | +77.3% | +84.7% |
| 5Y | +111.8% | -22.5% | +134.3% | +77.4% |
| 10Y | +179.7% | +82.5% | +97.2% | +31.2% |
| All | +3,313.6% | +1,004.3% | +2,309.2% | +361.4% |
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