+713.2%
EXPE vs TPR
+483.6%
+229.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -11.2% | +12.1% | -23.3% | -15.7% |
| 30D | -7.5% | +16.7% | -24.1% | -13.7% |
| 3M | -19.1% | -17.4% | -1.7% | -13.6% |
| 6M | +10.7% | +2.3% | +8.5% | +7.8% |
| YTD | -9.9% | +7.1% | -17.0% | -15.4% |
| 1Y | -4.6% | +29.5% | -34.1% | -17.5% |
| 3Y | +116.8% | +415.0% | -298.3% | 0.0% |
| 5Y | +38.6% | +261.5% | -222.9% | -27.8% |
| 10Y | +115.9% | +383.3% | -267.5% | -15.8% |
| All | +713.2% | +483.6% | +229.6% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling