+88.3%
EXPE vs TRGP
+639.4%
-551.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -11.5% | -0.7% | -10.8% | -11.3% |
| 30D | -13.1% | +9.5% | -22.5% | -15.9% |
| 3M | +18.1% | +10.8% | +7.3% | +12.6% |
| 6M | +13.3% | +25.3% | -12.1% | +1.9% |
| YTD | -3.2% | +60.3% | -63.5% | -22.2% |
| 1Y | +26.1% | +84.6% | -58.4% | -5.7% |
| 3Y | +151.7% | +264.4% | -112.6% | +37.7% |
| 5Y | +88.3% | +636.6% | -548.2% | -26.1% |
| All | +88.3% | +639.4% | -551.1% | -26.1% |
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