+44.3%
EXPE vs TPR
+238.0%
-193.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.1% |
| 7D | -17.8% | +6.4% | -24.2% | -20.5% |
| 30D | -3.2% | +13.8% | -17.0% | -9.0% |
| 3M | -19.0% | -16.6% | -2.3% | -13.7% |
| 6M | +17.7% | +0.7% | +17.1% | +14.8% |
| YTD | -7.8% | +5.3% | -13.1% | -13.8% |
| 1Y | -1.4% | +32.4% | -33.7% | -17.6% |
| 3Y | +121.9% | +406.4% | -284.5% | -12.9% |
| 5Y | +44.3% | +227.9% | -183.7% | -27.0% |
| All | +44.3% | +238.0% | -193.8% | -27.0% |
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 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