-2.8%
EXPE vs TRI
-17.3%
+14.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -2.9% | +2.4% | +0.8% |
| 30D | -6.1% | +3.7% | -9.8% | -7.5% |
| 3M | -21.3% | +3.7% | -25.0% | -22.8% |
| 6M | +19.0% | +35.1% | -16.1% | +0.3% |
| YTD | -8.4% | -14.0% | +5.6% | +7.7% |
| 1Y | -2.8% | -19.0% | +16.2% | +23.6% |
| All | -2.8% | -17.3% | +14.5% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling