+779.7%
EXPE vs TRI
+417.1%
+362.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.5% | -1.4% | -3.9% |
| 7D | -9.8% | -7.1% | -2.7% | -5.8% |
| 30D | -11.5% | -2.3% | -9.2% | -10.7% |
| 3M | +21.7% | +19.6% | +2.1% | +6.7% |
| 6M | +10.4% | -8.7% | +19.1% | +12.1% |
| YTD | -2.5% | -22.3% | +19.7% | +9.0% |
| 1Y | +27.3% | -40.7% | +68.0% | +68.2% |
| 3Y | +153.5% | -17.8% | +171.3% | +160.9% |
| 5Y | +91.1% | -8.5% | +99.6% | +81.8% |
| 10Y | +153.1% | +192.6% | -39.5% | +9.9% |
| All | +779.7% | +417.1% | +362.7% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling