+741.7%
EXPE vs TRGP
+2,231.3%
-1,489.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -9.5% | +0.8% | -10.3% | -9.8% |
| 30D | -6.6% | +11.5% | -18.1% | -9.6% |
| 3M | +31.4% | +9.0% | +22.4% | +27.3% |
| 6M | +35.2% | +20.5% | +14.7% | +26.7% |
| YTD | +5.8% | +59.5% | -53.7% | -8.6% |
| 1Y | +38.7% | +77.9% | -39.2% | +15.6% |
| 3Y | +175.8% | +253.6% | -77.8% | +89.6% |
| 5Y | +111.8% | +615.5% | -503.6% | +19.9% |
| 10Y | +179.7% | +897.1% | -717.4% | +18.3% |
| All | +741.7% | +2,231.3% | -1,489.6% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling