+44.3%
EXPE vs TRGP
+495.9%
-451.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.3% |
| 7D | -17.8% | +2.4% | -20.1% | -18.2% |
| 30D | -3.2% | +0.8% | -4.1% | -4.0% |
| 3M | -19.0% | +10.4% | -29.3% | -22.4% |
| 6M | +17.7% | +16.3% | +1.5% | +9.0% |
| YTD | -7.8% | +61.1% | -68.9% | -26.6% |
| 1Y | -1.4% | +71.6% | -73.0% | -23.9% |
| 3Y | +121.9% | +267.5% | -145.5% | +20.4% |
| 5Y | +44.3% | +488.1% | -443.9% | -43.5% |
| All | +44.3% | +495.9% | -451.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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