+115.5%
EXPE vs TPR
+383.4%
-267.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.4% |
| 7D | -9.3% | +14.2% | -23.5% | -14.6% |
| 30D | +0.1% | +17.1% | -16.9% | -6.7% |
| 3M | -15.3% | -17.7% | +2.4% | -9.5% |
| 6M | +5.5% | -10.2% | +15.7% | +7.6% |
| YTD | -8.0% | +4.9% | -12.9% | -12.9% |
| 1Y | +18.9% | +36.1% | -17.3% | +0.6% |
| 3Y | +135.5% | +416.5% | -280.9% | +6.7% |
| 5Y | +44.3% | +254.8% | -210.5% | -25.5% |
| All | +115.5% | +383.4% | -267.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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