+160.0%
EXPE vs TRI
+196.2%
-36.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | -5.8% | -7.9% | +2.1% | -1.5% |
| 30D | -13.6% | -4.5% | -9.1% | -11.8% |
| 3M | +25.2% | +22.1% | +3.1% | +10.2% |
| 6M | +22.3% | -2.8% | +25.1% | +20.4% |
| YTD | -0.3% | -23.4% | +23.1% | +12.3% |
| 1Y | +27.8% | -41.5% | +69.3% | +68.2% |
| 3Y | +162.4% | -19.2% | +181.6% | +168.8% |
| 5Y | +95.8% | -9.4% | +105.2% | +83.2% |
| All | +160.0% | +196.2% | -36.2% | +46.2% |
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