+38.6%
EXPE vs TRMB
-37.9%
+76.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -11.2% | -16.6% | +5.4% | -3.3% |
| 30D | -7.5% | -8.9% | +1.4% | -4.9% |
| 3M | -19.1% | -6.3% | -12.8% | -18.7% |
| 6M | +10.7% | -10.0% | +20.7% | +13.7% |
| YTD | -9.9% | -30.1% | +20.2% | +9.7% |
| 1Y | -4.6% | -31.3% | +26.7% | +17.4% |
| 3Y | +116.8% | +30.8% | +86.0% | +71.9% |
| 5Y | +38.6% | -35.9% | +74.5% | +65.9% |
| All | +38.6% | -37.9% | +76.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling