+158.0%
EXPE vs TRMB
+113.5%
+44.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.7% |
| 7D | -11.5% | -2.9% | -8.6% | -9.9% |
| 30D | -13.1% | -1.8% | -11.3% | -12.3% |
| 3M | +18.1% | +8.4% | +9.7% | +12.3% |
| 6M | +13.3% | -18.5% | +31.8% | +27.3% |
| YTD | -3.2% | -26.7% | +23.5% | +16.3% |
| 1Y | +26.1% | -28.3% | +54.5% | +53.1% |
| 3Y | +151.7% | +12.6% | +139.1% | +129.9% |
| 5Y | +88.3% | -38.7% | +127.1% | +136.9% |
| 10Y | +158.0% | +120.8% | +37.3% | +73.3% |
| All | +158.0% | +113.5% | +44.5% | +73.3% |
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