+127.7%
EXPE vs TRI
+225.2%
-97.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -2.9% | +2.4% | +1.0% |
| 30D | -6.1% | +3.7% | -9.8% | -8.0% |
| 3M | -21.3% | +3.7% | -25.0% | -23.5% |
| 6M | +19.0% | +35.1% | -16.1% | -3.1% |
| YTD | -8.4% | -14.0% | +5.6% | -3.5% |
| 1Y | -2.8% | -19.0% | +16.2% | +6.2% |
| 3Y | +120.8% | -12.0% | +132.7% | +115.8% |
| 5Y | +46.2% | +0.6% | +45.5% | +28.8% |
| All | +127.7% | +225.2% | -97.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling