+104.9%
EXPE vs TPR
+239.8%
-134.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | -2.3% | -7.2% | -8.6% |
| 30D | -6.6% | -23.0% | +16.3% | +3.2% |
| 3M | +31.4% | -12.5% | +43.9% | +37.2% |
| 6M | +35.2% | -21.4% | +56.6% | +45.8% |
| YTD | +5.8% | -3.5% | +9.3% | +3.5% |
| 1Y | +38.7% | +17.4% | +21.3% | +22.7% |
| 3Y | +175.8% | +291.3% | -115.5% | +27.8% |
| All | +104.9% | +239.8% | -134.9% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling