+174.2%
EXPE vs TPR
+292.1%
-117.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | -2.3% | -7.2% | -8.8% |
| 30D | -6.6% | -23.0% | +16.3% | +1.4% |
| 3M | +31.4% | -12.5% | +43.9% | +36.0% |
| 6M | +35.2% | -21.4% | +56.6% | +44.0% |
| YTD | +5.8% | -3.5% | +9.3% | +3.4% |
| 1Y | +38.7% | +17.4% | +21.3% | +23.9% |
| All | +174.2% | +292.1% | -117.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling