+125.4%
EXPE vs TRMB
+109.2%
+16.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +0.5% |
| 7D | -17.8% | +4.1% | -21.9% | -19.6% |
| 30D | -3.2% | -5.1% | +1.8% | -2.7% |
| 3M | -19.0% | -2.6% | -16.4% | -20.1% |
| 6M | +17.7% | -2.7% | +20.4% | +15.7% |
| YTD | -7.8% | -27.9% | +20.1% | +8.9% |
| 1Y | -1.4% | -29.0% | +27.7% | +17.6% |
| 3Y | +121.9% | +35.0% | +87.0% | +78.6% |
| 5Y | +44.3% | -33.9% | +78.2% | +70.2% |
| 10Y | +125.4% | +106.1% | +19.3% | +55.2% |
| All | +125.4% | +109.2% | +16.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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